-86.8%
MSTU vs LTH
+73.0%
-159.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.8% | -6.9% | -7.0% |
| 7D | +16.1% | +1.5% | +14.6% | +14.1% |
| 30D | +68.7% | -3.1% | +71.7% | +71.2% |
| 3M | -11.0% | +28.1% | -39.1% | -34.9% |
| 6M | -33.4% | +67.4% | -100.8% | -65.3% |
| YTD | -59.5% | +59.8% | -119.3% | -77.7% |
| 1Y | -93.4% | +45.6% | -139.0% | -95.9% |
| All | -86.8% | +73.0% | -159.8% | -93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling