+521.0%
LITE vs MS
+49.4%
+471.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | -1.5% | +1.4% | -2.9% | -2.6% |
| 30D | +6.7% | -0.3% | +6.9% | +6.8% |
| 3M | -6.8% | +0.3% | -7.1% | -6.7% |
| 6M | +29.4% | +31.3% | -1.9% | +7.9% |
| YTD | +139.1% | +24.7% | +114.4% | +97.1% |
| 1Y | +521.0% | +47.9% | +473.1% | +340.9% |
| All | +521.0% | +49.4% | +471.6% | +340.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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