+38.0%
LH vs MSTZ
-99.1%
+137.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.6% | -11.0% | -4.3% |
| 7D | -7.4% | +24.8% | -32.2% | -7.0% |
| 30D | -4.6% | -59.2% | +54.6% | -5.8% |
| 3M | +14.5% | -56.9% | +71.4% | +13.6% |
| 6M | +14.8% | -57.6% | +72.4% | +14.2% |
| YTD | +23.3% | -73.6% | +96.8% | +22.8% |
| 1Y | +13.6% | -15.6% | +29.2% | +17.4% |
| All | +38.0% | -99.1% | +137.1% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling