+70.6%
LTH vs MSTZ
-99.2%
+169.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -1.4% |
| 7D | -4.0% | -23.6% | +19.6% | -4.8% |
| 30D | -1.7% | -60.7% | +59.0% | -5.1% |
| 3M | +28.0% | -58.3% | +86.2% | +25.3% |
| 6M | +54.1% | -60.0% | +114.1% | +52.8% |
| YTD | +57.1% | -75.2% | +132.3% | +55.7% |
| 1Y | +45.8% | -19.9% | +65.7% | +58.3% |
| All | +70.6% | -99.2% | +169.8% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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