+1,103.8%
LITE vs MSI
+78.6%
+1,025.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +4.0% | -22.7% | -20.2% |
| 7D | -44.6% | +5.1% | -49.6% | -45.9% |
| 30D | -55.0% | +13.3% | -68.3% | -57.6% |
| 3M | -38.3% | +18.3% | -56.6% | -43.9% |
| 6M | -48.8% | +18.7% | -67.4% | -54.0% |
| YTD | +38.3% | +36.0% | +2.3% | +12.2% |
| 1Y | +119.0% | +32.6% | +86.4% | +81.5% |
| All | +1,103.8% | +78.6% | +1,025.3% | +764.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling