-99.1%
MSTZ vs LUMN
+6.9%
-106.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +24.8% | -1.4% | +26.2% | +23.7% |
| 30D | -59.2% | +6.7% | -66.0% | -57.2% |
| 3M | -56.9% | -17.6% | -39.3% | -62.2% |
| 6M | -57.6% | +1.6% | -59.2% | -53.1% |
| YTD | -73.6% | -12.4% | -61.2% | -66.4% |
| 1Y | -15.6% | +10.9% | -26.5% | +34.6% |
| All | -99.1% | +6.9% | -106.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling