-87.5%
MSTU vs LH
+44.8%
-132.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.3% | -4.2% |
| 7D | +12.9% | -3.2% | +16.1% | +16.9% |
| 30D | +68.3% | +0.1% | +68.2% | +70.3% |
| 3M | +0.4% | +18.6% | -18.3% | -13.7% |
| 6M | -41.5% | +17.9% | -59.4% | -49.7% |
| YTD | -61.7% | +28.9% | -90.7% | -71.8% |
| 1Y | -93.7% | +16.6% | -110.3% | -94.7% |
| All | -87.5% | +44.8% | -132.3% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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