+46.1%
LH vs MSTZ
-99.2%
+145.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.2% | -8.8% | -0.5% |
| 7D | -0.8% | -25.4% | +24.5% | -1.2% |
| 30D | +2.0% | -60.9% | +62.9% | +0.6% |
| 3M | +24.3% | -54.2% | +78.4% | +23.3% |
| 6M | +21.1% | -65.0% | +86.0% | +20.0% |
| YTD | +30.4% | -76.5% | +107.0% | +29.6% |
| 1Y | +18.4% | -23.4% | +41.8% | +22.1% |
| All | +46.1% | -99.2% | +145.3% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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