+2,331.0%
LITE vs MS
+802.6%
+1,528.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | -1.5% | +1.4% | -2.9% | -2.5% |
| 30D | +6.7% | -0.3% | +6.9% | +6.7% |
| 3M | -6.8% | +0.3% | -7.1% | -6.5% |
| 6M | +29.4% | +31.3% | -1.9% | +8.4% |
| YTD | +139.1% | +24.7% | +114.4% | +104.4% |
| 1Y | +521.0% | +47.9% | +473.1% | +377.2% |
| 3Y | +1,535.3% | +178.3% | +1,356.9% | +777.3% |
| 5Y | +889.8% | +144.9% | +744.9% | +457.9% |
| All | +2,331.0% | +802.6% | +1,528.5% | +536.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling