-87.5%
MSTU vs LTH
+70.1%
-157.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -3.9% |
| 7D | +12.9% | -4.0% | +16.9% | +17.1% |
| 30D | +68.3% | -1.7% | +70.0% | +68.4% |
| 3M | +0.4% | +28.0% | -27.6% | -27.0% |
| 6M | -41.5% | +54.1% | -95.6% | -66.5% |
| YTD | -61.7% | +57.1% | -118.8% | -78.6% |
| 1Y | -93.7% | +45.8% | -139.4% | -96.2% |
| All | -87.5% | +70.1% | -157.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling