+103.9%
MSFU vs LTH
+290.4%
-186.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +5.9% | +5.6% |
| 7D | +14.6% | +7.0% | +7.6% | +13.0% |
| 30D | +2.1% | +15.4% | -13.3% | -1.1% |
| 3M | +14.7% | +7.0% | +7.6% | +12.7% |
| 6M | +55.7% | +46.9% | +8.8% | +40.4% |
| YTD | +7.1% | +76.4% | -69.3% | -9.0% |
| 1Y | -0.5% | +83.7% | -84.2% | -16.5% |
| 3Y | +35.7% | +248.9% | -213.1% | -4.2% |
| All | +103.9% | +290.4% | -186.5% | +23.1% |
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