-87.2%
MSTU vs LTH
+84.0%
-171.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.3% | +4.0% | +9.0% |
| 7D | -4.8% | +9.9% | -14.7% | -6.5% |
| 30D | -29.6% | +18.3% | -47.9% | -32.0% |
| 3M | +69.4% | +5.9% | +63.4% | +68.2% |
| 6M | -62.2% | +80.3% | -142.6% | -73.0% |
| YTD | -61.1% | +78.3% | -139.4% | -69.9% |
| 1Y | -87.2% | +81.0% | -168.2% | -90.0% |
| All | -87.2% | +84.0% | -171.2% | -90.0% |
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