-90.3%
MSTU vs LTH
+91.0%
-181.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.7% |
| 7D | -9.3% | +7.0% | -16.3% | -14.1% |
| 30D | -38.3% | +15.4% | -53.7% | -46.0% |
| 3M | +24.0% | +7.0% | +17.0% | +13.9% |
| 6M | -72.1% | +46.9% | -118.9% | -82.3% |
| YTD | -70.2% | +76.4% | -146.6% | -85.2% |
| 1Y | -89.6% | +83.7% | -173.3% | -95.2% |
| All | -90.3% | +91.0% | -181.3% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling