+5,083.9%
LITE vs MS
+631.9%
+4,452.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | -1.5% | +1.4% | -2.9% | -2.4% |
| 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% | +10.0% |
| YTD | +139.1% | +24.7% | +114.4% | +107.1% |
| 1Y | +521.0% | +47.9% | +473.1% | +387.9% |
| 3Y | +1,535.3% | +178.3% | +1,356.9% | +826.8% |
| 5Y | +889.8% | +144.9% | +744.9% | +487.5% |
| 10Y | +2,400.7% | +804.5% | +1,596.2% | +691.8% |
| All | +5,083.9% | +631.9% | +4,452.0% | +1,383.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling