+3,945.1%
MSI vs LH
+1,581.5%
+2,363.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +7.4% | +4.8% | +2.6% | +6.5% |
| 30D | +18.7% | +18.8% | -0.1% | +15.1% |
| 3M | +14.5% | +15.7% | -1.2% | +11.4% |
| 6M | +38.1% | +46.7% | -8.6% | +28.9% |
| YTD | +38.7% | +48.9% | -10.2% | +28.9% |
| 1Y | +35.4% | +43.5% | -8.1% | +26.6% |
| 3Y | +75.1% | +86.9% | -11.8% | +55.2% |
| 5Y | +126.4% | +60.4% | +66.0% | +105.0% |
| 10Y | +671.4% | +260.7% | +410.7% | +503.7% |
| All | +3,945.1% | +1,581.5% | +2,363.6% | +2,458.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling