-30.2%
MSTZ vs LUMN
+42.5%
-72.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +1.4% |
| 7D | -29.7% | +12.1% | -41.8% | -24.2% |
| 30D | -65.3% | +11.3% | -76.6% | -62.5% |
| 3M | -57.3% | -31.6% | -25.7% | -66.5% |
| 6M | -61.6% | -2.7% | -58.9% | -58.9% |
| YTD | -78.3% | -12.9% | -65.4% | -71.5% |
| 1Y | -30.2% | +36.2% | -66.5% | -17.4% |
| All | -30.2% | +42.5% | -72.8% | -17.4% |
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