-99.1%
MSTZ vs LUMN
+8.9%
-108.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -2.5% |
| 7D | +17.0% | +2.5% | +14.5% | +19.1% |
| 30D | -61.8% | +10.3% | -72.1% | -58.9% |
| 3M | -54.6% | -18.3% | -36.3% | -60.5% |
| 6M | -59.3% | +4.4% | -63.6% | -54.1% |
| YTD | -74.6% | -10.7% | -63.9% | -67.2% |
| 1Y | -18.8% | +14.0% | -32.8% | +31.8% |
| All | -99.1% | +8.9% | -108.1% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling