-92.4%
MSTU vs LH
+67.0%
-159.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.5% |
| 7D | -25.8% | +1.1% | -26.9% | -26.6% |
| 30D | -43.9% | +16.7% | -60.6% | -51.5% |
| 3M | +2.9% | +15.1% | -12.2% | -9.3% |
| 6M | -75.5% | +46.3% | -121.8% | -83.3% |
| YTD | -76.7% | +48.8% | -125.5% | -85.1% |
| 1Y | -88.9% | +39.7% | -128.7% | -92.3% |
| All | -92.4% | +67.0% | -159.4% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling