+146.1%
LITE vs MSI
+36.2%
+109.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.7% |
| 7D | +22.6% | +2.6% | +20.0% | +22.9% |
| 30D | -36.8% | +18.1% | -54.9% | -35.8% |
| 3M | -33.0% | +13.2% | -46.2% | -31.8% |
| 6M | -37.1% | +36.3% | -73.3% | -38.8% |
| YTD | +69.5% | +39.5% | +30.0% | +78.5% |
| 1Y | +146.1% | +36.9% | +109.2% | +179.8% |
| All | +146.1% | +36.2% | +109.9% | +179.8% |
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 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