+30.9%
MSFU vs LTH
+268.4%
-237.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.6% |
| 7D | +2.5% | +4.5% | -2.0% | +1.7% |
| 30D | -1.3% | +16.3% | -17.6% | -3.9% |
| 3M | +8.6% | +8.4% | +0.3% | +6.9% |
| 6M | +48.4% | +40.3% | +8.1% | +37.1% |
| YTD | +1.6% | +77.3% | -75.7% | -12.3% |
| 1Y | -5.8% | +88.0% | -93.7% | -20.1% |
| 3Y | +30.9% | +274.3% | -243.3% | +4.8% |
| All | +30.9% | +268.4% | -237.5% | +4.8% |
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