-92.7%
MSTU vs LTH
+54.1%
-146.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +21.3% | -0.6% | +22.0% | +21.3% |
| 30D | +90.8% | -4.6% | +95.4% | +93.6% |
| 3M | -6.8% | +32.8% | -39.6% | -23.1% |
| 6M | -39.8% | +64.6% | -104.4% | -57.5% |
| YTD | -55.7% | +62.6% | -118.3% | -67.5% |
| 1Y | -92.7% | +49.9% | -142.6% | -93.7% |
| All | -92.7% | +54.1% | -146.8% | -93.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling