+61.7%
MAS vs LTH
+273.3%
-211.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.6% |
| 7D | +4.6% | +5.3% | -0.7% | +3.1% |
| 30D | +19.9% | +18.3% | +1.6% | +14.8% |
| 3M | +8.9% | +5.4% | +3.5% | +7.3% |
| 6M | +20.2% | +62.5% | -42.4% | +5.7% |
| YTD | +33.9% | +79.6% | -45.8% | +14.3% |
| 1Y | +34.7% | +88.1% | -53.5% | +13.7% |
| All | +61.7% | +273.3% | -211.6% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling