-90.8%
MSTU vs LSCC
+139.7%
-230.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.4% | -8.5% | -6.7% |
| 7D | -27.7% | +14.5% | -42.2% | -36.1% |
| 30D | -40.3% | -0.1% | -40.2% | -40.8% |
| 3M | +26.4% | -2.7% | +29.1% | +26.1% |
| 6M | -75.7% | -4.8% | -70.9% | -76.7% |
| YTD | -71.9% | +66.9% | -138.7% | -85.5% |
| 1Y | -89.3% | +85.8% | -175.1% | -95.1% |
| All | -90.8% | +139.7% | -230.5% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling