-91.0%
MSTU vs LTH
+93.2%
-184.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.1% | -8.4% | -8.2% |
| 7D | -21.7% | +6.4% | -28.1% | -25.7% |
| 30D | -42.8% | +16.7% | -59.5% | -50.4% |
| 3M | +21.4% | +11.7% | +9.7% | +7.0% |
| 6M | -74.1% | +48.5% | -122.6% | -83.8% |
| YTD | -72.4% | +78.4% | -150.8% | -86.4% |
| 1Y | -90.1% | +89.7% | -179.8% | -95.6% |
| All | -91.0% | +93.2% | -184.2% | -96.0% |
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 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