+85.8%
MSFU vs LTH
+295.7%
-209.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | -12.7% | +0.3% | -12.9% | -12.7% |
| 30D | -9.0% | +17.7% | -26.7% | -12.2% |
| 3M | +2.9% | +8.5% | -5.5% | +0.9% |
| 6M | +43.5% | +46.9% | -3.4% | +29.5% |
| YTD | -2.4% | +78.8% | -81.2% | -17.3% |
| 1Y | -13.5% | +84.9% | -98.4% | -27.5% |
| 3Y | +19.2% | +246.4% | -227.1% | -15.7% |
| All | +85.8% | +295.7% | -209.9% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling