+1,402.3%
LITE vs MSI
+676.2%
+726.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.9% |
| 7D | -35.9% | +4.7% | -40.6% | -37.9% |
| 30D | -51.5% | +14.8% | -66.3% | -55.6% |
| 3M | -35.7% | +8.8% | -44.5% | -39.8% |
| 6M | -43.0% | +19.3% | -62.3% | -50.3% |
| YTD | +46.1% | +35.3% | +10.8% | +17.5% |
| 1Y | +124.7% | +33.8% | +90.9% | +82.1% |
| 3Y | +1,172.1% | +74.4% | +1,097.6% | +781.0% |
| 5Y | +477.0% | +120.5% | +356.5% | +238.5% |
| All | +1,402.3% | +676.2% | +726.1% | +243.8% |
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