+137.5%
MSI vs LTH
+174.8%
-37.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.4% |
| 7D | +2.6% | -4.6% | +7.2% | +3.2% |
| 30D | +18.1% | +14.8% | +3.3% | +16.1% |
| 3M | +13.2% | +3.9% | +9.3% | +12.5% |
| 6M | +36.3% | +35.5% | +0.8% | +30.8% |
| YTD | +39.5% | +71.3% | -31.8% | +29.3% |
| 1Y | +36.9% | +75.7% | -38.8% | +26.3% |
| 3Y | +76.1% | +231.9% | -155.8% | +46.7% |
| 5Y | +123.7% | +130.5% | -6.8% | +81.8% |
| All | +137.5% | +174.8% | -37.3% | +92.5% |
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