+76.3%
MSFU vs LTH
+260.0%
-183.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.2% |
| 7D | -5.7% | -0.6% | -5.0% | -5.6% |
| 30D | +4.2% | -4.6% | +8.8% | +5.0% |
| 3M | +27.9% | +32.8% | -4.9% | +18.4% |
| 6M | +37.1% | +64.6% | -27.5% | +18.7% |
| YTD | -7.4% | +62.6% | -70.0% | -19.8% |
| 1Y | -19.6% | +49.9% | -69.6% | -29.1% |
| 3Y | +33.2% | +151.3% | -118.1% | +2.7% |
| All | +76.3% | +260.0% | -183.6% | +8.4% |
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