-89.3%
MSTU vs LTH
+90.2%
-179.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -27.7% | +0.3% | -28.0% | -27.8% |
| 30D | -40.3% | +17.7% | -58.0% | -42.3% |
| 3M | +26.4% | +8.5% | +17.9% | +24.2% |
| 6M | -75.7% | +46.9% | -122.7% | -80.1% |
| YTD | -71.9% | +78.8% | -150.6% | -78.4% |
| 1Y | -89.3% | +84.9% | -174.2% | -91.5% |
| All | -89.3% | +90.2% | -179.4% | -91.5% |
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