+581.0%
LITE vs MSFU
+93.3%
+487.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.5% | +6.2% |
| 7D | -35.9% | +2.5% | -38.4% | -36.3% |
| 30D | -51.5% | -1.3% | -50.2% | -51.1% |
| 3M | -35.7% | +8.6% | -44.4% | -37.7% |
| 6M | -43.0% | +48.4% | -91.4% | -51.1% |
| YTD | +46.1% | +1.6% | +44.6% | +41.3% |
| 1Y | +124.7% | -5.8% | +130.5% | +125.1% |
| 3Y | +1,172.1% | +30.9% | +1,141.1% | +968.4% |
| All | +581.0% | +93.3% | +487.6% | +408.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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