+77.1%
MSI vs LTH
+241.8%
-164.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | +3.2% | -1.3% | +4.5% | +3.4% |
| 30D | +17.6% | +15.7% | +1.9% | +16.0% |
| 3M | +14.5% | +5.0% | +9.5% | +13.9% |
| 6M | +34.3% | +37.7% | -3.4% | +30.0% |
| YTD | +39.7% | +75.0% | -35.3% | +31.4% |
| 1Y | +40.2% | +82.6% | -42.5% | +31.1% |
| 3Y | +77.1% | +241.3% | -164.2% | +59.2% |
| All | +77.1% | +241.8% | -164.7% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling