-86.8%
MSTU vs LH
+46.4%
-133.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -8.0% | -8.0% |
| 7D | +16.1% | -0.8% | +17.0% | +17.2% |
| 30D | +68.7% | +2.0% | +66.6% | +67.4% |
| 3M | -11.0% | +24.3% | -35.2% | -27.6% |
| 6M | -33.4% | +21.1% | -54.4% | -44.3% |
| YTD | -59.5% | +30.4% | -90.0% | -70.5% |
| 1Y | -93.4% | +18.4% | -111.7% | -94.6% |
| All | -86.8% | +46.4% | -133.3% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling