+118.9%
MSI vs LTH
+142.9%
-24.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +4.7% | +4.5% | +0.2% | +4.1% |
| 30D | +14.8% | +16.3% | -1.6% | +12.6% |
| 3M | +8.8% | +8.4% | +0.4% | +7.6% |
| 6M | +19.3% | +40.3% | -21.0% | +14.0% |
| YTD | +35.3% | +77.3% | -41.9% | +24.7% |
| 1Y | +33.8% | +88.0% | -54.2% | +22.2% |
| 3Y | +74.4% | +274.3% | -199.8% | +42.2% |
| All | +118.9% | +142.9% | -24.0% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling