-18.4%
MSFU vs LTH
+46.4%
-64.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -2.5% |
| 7D | -3.2% | +1.5% | -4.7% | -3.0% |
| 30D | -3.1% | -3.1% | -0.1% | -3.4% |
| 3M | +35.3% | +28.1% | +7.2% | +34.2% |
| 6M | +31.6% | +67.4% | -35.8% | +27.4% |
| YTD | -9.5% | +59.8% | -69.3% | -11.3% |
| 1Y | -18.4% | +45.6% | -64.0% | -22.1% |
| All | -18.4% | +46.4% | -64.9% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling