-88.6%
MSTU vs LUMN
-63.6%
-25.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -4.3% | -18.2% | +14.0% | +11.8% |
| 30D | -34.6% | -32.5% | -2.1% | -11.6% |
| 3M | +39.0% | -32.4% | +71.4% | +83.5% |
| 6M | -70.5% | -59.3% | -11.2% | -42.1% |
| YTD | -68.6% | -48.6% | -20.0% | -54.6% |
| 1Y | -88.6% | -63.5% | -25.1% | -80.2% |
| All | -88.6% | -63.6% | -25.0% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling