+66.9%
MAS vs LTH
+186.0%
-119.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.3% | -0.7% | +4.1% |
| 7D | +14.2% | +9.9% | +4.3% | +11.5% |
| 30D | +26.8% | +18.3% | +8.5% | +21.6% |
| 3M | +13.1% | +5.9% | +7.2% | +11.3% |
| 6M | +27.9% | +80.3% | -52.4% | +9.8% |
| YTD | +38.7% | +78.3% | -39.6% | +19.0% |
| 1Y | +40.4% | +81.0% | -40.6% | +20.0% |
| 3Y | +66.1% | +269.7% | -203.6% | +16.2% |
| 5Y | +47.4% | +159.8% | -112.4% | +0.7% |
| All | +66.9% | +186.0% | -119.1% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling