-92.7%
MSTU vs LUMN
+42.5%
-135.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.1% | -1.9% |
| 7D | +21.3% | +12.1% | +9.2% | +13.0% |
| 30D | +90.8% | +11.3% | +79.5% | +76.4% |
| 3M | -6.8% | -31.6% | +24.9% | +17.9% |
| 6M | -39.8% | -2.7% | -37.1% | -40.2% |
| YTD | -55.7% | -12.9% | -42.8% | -54.7% |
| 1Y | -92.7% | +36.2% | -128.9% | -91.5% |
| All | -92.7% | +42.5% | -135.2% | -91.5% |
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