-85.6%
MSTU vs LSCC
+126.3%
-211.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -4.9% |
| 7D | +21.3% | +1.3% | +20.0% | +20.1% |
| 30D | +90.8% | -9.7% | +100.5% | +107.6% |
| 3M | -6.8% | -23.7% | +16.9% | +15.1% |
| 6M | -39.8% | +26.5% | -66.3% | -55.6% |
| YTD | -55.7% | +57.5% | -113.2% | -75.4% |
| 1Y | -92.7% | +75.7% | -168.3% | -96.4% |
| All | -85.6% | +126.3% | -211.8% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling