-89.8%
MSTU vs LSCC
+105.0%
-194.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -7.5% |
| 7D | -4.3% | +13.0% | -17.2% | -13.4% |
| 30D | -34.6% | -19.8% | -14.7% | -20.8% |
| 3M | +39.0% | -18.4% | +57.4% | +63.5% |
| 6M | -70.5% | -16.1% | -54.4% | -68.1% |
| YTD | -68.6% | +42.7% | -111.4% | -81.3% |
| 1Y | -88.6% | +68.0% | -156.6% | -94.3% |
| All | -89.8% | +105.0% | -194.8% | -95.7% |
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