+1,493.1%
LITE vs MSI
+664.3%
+828.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.6% | -4.6% |
| 7D | +10.8% | +3.2% | +7.5% | +9.0% |
| 30D | -33.4% | +17.6% | -51.0% | -39.7% |
| 3M | -32.2% | +14.5% | -46.8% | -38.2% |
| 6M | -42.1% | +34.3% | -76.3% | -52.7% |
| YTD | +61.9% | +39.7% | +22.1% | +28.1% |
| 1Y | +163.0% | +40.2% | +122.8% | +107.5% |
| 3Y | +1,358.0% | +77.1% | +1,280.9% | +904.5% |
| 5Y | +549.9% | +124.0% | +425.9% | +279.5% |
| All | +1,493.1% | +664.3% | +828.8% | +292.1% |
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