+86.1%
LTH vs MSTZ
-99.2%
+185.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +12.8% | -17.0% | -3.6% |
| 7D | -4.6% | +25.6% | -30.2% | -3.7% |
| 30D | +14.8% | +50.6% | -35.7% | +17.3% |
| 3M | +3.9% | -64.5% | +68.4% | +0.6% |
| 6M | +35.5% | -14.0% | +49.5% | +40.2% |
| YTD | +71.3% | -76.4% | +147.7% | +70.8% |
| 1Y | +75.7% | -56.2% | +131.9% | +83.1% |
| All | +86.1% | -99.2% | +185.3% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling