-88.0%
MSTU vs LUMN
+8.9%
-96.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.3% |
| 7D | -16.6% | +2.5% | -19.1% | -18.0% |
| 30D | +69.7% | +10.3% | +59.4% | +57.4% |
| 3M | -7.5% | -18.3% | +10.8% | +2.4% |
| 6M | -43.1% | +4.4% | -47.5% | -46.8% |
| YTD | -63.0% | -10.7% | -52.4% | -61.8% |
| 1Y | -93.8% | +14.0% | -107.7% | -94.8% |
| All | -88.0% | +8.9% | -96.9% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling