+596.9%
MSI vs LH
+185.6%
+411.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -4.0% | -3.2% | -0.8% | -2.8% |
| 30D | -0.5% | +0.1% | -0.6% | -0.6% |
| 3M | +11.4% | +18.6% | -7.2% | +4.6% |
| 6M | +1.0% | +17.9% | -17.0% | -5.1% |
| YTD | +20.7% | +28.9% | -8.3% | +9.4% |
| 1Y | -2.7% | +16.6% | -19.3% | -8.8% |
| 3Y | +68.2% | +63.6% | +4.6% | +35.8% |
| 5Y | +100.0% | +30.0% | +69.9% | +74.1% |
| 10Y | +596.9% | +191.9% | +405.0% | +314.0% |
| All | +596.9% | +185.6% | +411.3% | +314.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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