+34.7%
MAS vs LTH
+83.0%
-48.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.7% |
| 7D | +4.6% | +5.3% | -0.7% | +2.9% |
| 30D | +19.9% | +18.3% | +1.6% | +14.0% |
| 3M | +8.9% | +5.4% | +3.5% | +7.1% |
| 6M | +20.2% | +62.5% | -42.4% | +3.2% |
| YTD | +33.9% | +79.6% | -45.8% | +9.6% |
| 1Y | +34.7% | +88.1% | -53.5% | +7.0% |
| All | +34.7% | +83.0% | -48.4% | +7.0% |
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