+1,103.8%
LITE vs MSFU
+35.1%
+1,068.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.4% | -11.3% | -16.5% |
| 7D | -44.6% | +1.0% | -45.6% | -44.6% |
| 30D | -55.0% | +0.6% | -55.6% | -54.9% |
| 3M | -38.3% | +16.4% | -54.7% | -41.4% |
| 6M | -48.8% | +53.0% | -101.7% | -56.5% |
| YTD | +38.3% | +3.5% | +34.8% | +36.2% |
| 1Y | +119.0% | -7.8% | +126.8% | +130.0% |
| All | +1,103.8% | +35.1% | +1,068.7% | +946.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling