+1,587.5%
LITE vs MSI
+670.3%
+917.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -13.9% | +7.4% | -21.3% | -17.8% |
| 30D | -46.9% | +18.7% | -65.7% | -52.3% |
| 3M | -28.0% | +14.5% | -42.5% | -34.4% |
| 6M | -35.2% | +38.1% | -73.3% | -47.9% |
| YTD | +58.9% | +38.7% | +20.2% | +26.1% |
| 1Y | +125.3% | +35.4% | +89.9% | +81.7% |
| 3Y | +1,344.4% | +75.1% | +1,269.3% | +900.2% |
| 5Y | +541.2% | +126.4% | +414.8% | +271.1% |
| 10Y | +1,587.5% | +671.4% | +916.1% | +295.9% |
| All | +1,587.5% | +670.3% | +917.2% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling