+136.4%
MSI vs LTH
+183.0%
-46.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +8.3% | +7.0% | +1.3% | +7.4% |
| 30D | +18.9% | +15.4% | +3.4% | +16.8% |
| 3M | +13.2% | +7.0% | +6.2% | +12.1% |
| 6M | +38.3% | +46.9% | -8.6% | +31.4% |
| YTD | +38.9% | +76.4% | -37.5% | +28.2% |
| 1Y | +36.7% | +83.7% | -47.1% | +25.4% |
| 3Y | +76.6% | +248.9% | -172.3% | +46.1% |
| 5Y | +124.5% | +141.8% | -17.3% | +81.6% |
| All | +136.4% | +183.0% | -46.6% | +90.9% |
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