+106.8%
MSI vs LTH
+156.3%
-49.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.9% |
| 7D | -5.8% | +1.5% | -7.3% | -5.9% |
| 30D | -1.0% | -3.1% | +2.1% | -0.7% |
| 3M | +14.2% | +28.1% | -14.0% | +10.5% |
| 6M | +1.0% | +67.4% | -66.4% | -5.9% |
| YTD | +21.5% | +59.8% | -38.3% | +13.6% |
| 1Y | -2.1% | +45.6% | -47.7% | -7.5% |
| 3Y | +69.3% | +162.0% | -92.7% | +45.2% |
| All | +106.8% | +156.3% | -49.5% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling