+40.4%
MAS vs LTH
+84.0%
-43.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.3% | -0.7% | +3.8% |
| 7D | +14.2% | +9.9% | +4.3% | +11.0% |
| 30D | +26.8% | +18.3% | +8.5% | +20.7% |
| 3M | +13.1% | +5.9% | +7.2% | +11.1% |
| 6M | +27.9% | +80.3% | -52.4% | +6.0% |
| YTD | +38.7% | +78.3% | -39.6% | +14.4% |
| 1Y | +40.4% | +81.0% | -40.6% | +14.6% |
| All | +40.4% | +84.0% | -43.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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