+663.4%
MSI vs LH
+261.9%
+401.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | +3.2% | +1.1% | +2.2% | +2.9% |
| 30D | +17.6% | +16.7% | +0.8% | +10.9% |
| 3M | +14.5% | +15.1% | -0.6% | +8.4% |
| 6M | +34.3% | +46.3% | -12.1% | +16.3% |
| YTD | +39.7% | +48.8% | -9.0% | +19.7% |
| 1Y | +40.2% | +39.7% | +0.5% | +22.8% |
| 3Y | +77.1% | +87.0% | -9.9% | +35.6% |
| 5Y | +124.0% | +53.0% | +71.0% | +82.9% |
| All | +663.4% | +261.9% | +401.5% | +314.9% |
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