+232.7%
LITE vs MSI
+28.6%
+204.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.2% | -9.1% | -7.8% |
| 7D | -31.4% | +2.8% | -34.2% | -31.3% |
| 30D | -42.6% | +9.1% | -51.7% | -42.3% |
| 3M | -26.2% | +12.5% | -38.7% | -26.6% |
| 6M | -35.8% | +14.2% | -50.0% | -35.9% |
| YTD | +70.0% | +30.7% | +39.3% | +75.3% |
| 1Y | +232.7% | +27.5% | +205.2% | +295.9% |
| All | +232.7% | +28.6% | +204.2% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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