+67.5%
MAS vs LTH
+270.5%
-203.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.3% | -0.7% | +4.0% |
| 7D | +14.2% | +9.9% | +4.3% | +11.5% |
| 30D | +26.8% | +18.3% | +8.5% | +21.5% |
| 3M | +13.1% | +5.9% | +7.2% | +11.3% |
| 6M | +27.9% | +80.3% | -52.4% | +9.4% |
| YTD | +38.7% | +78.3% | -39.6% | +18.7% |
| 1Y | +40.4% | +81.0% | -40.6% | +19.6% |
| All | +67.5% | +270.5% | -203.1% | +17.8% |
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