+1,172.1%
LITE vs MSFU
+32.6%
+1,139.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -37.6% |
| 6M | -43.0% | +48.4% | -91.4% | -51.0% |
| YTD | +46.1% | +1.6% | +44.6% | +44.7% |
| 1Y | +124.7% | -5.8% | +130.5% | +132.1% |
| 3Y | +1,172.1% | +30.9% | +1,141.1% | +1,011.7% |
| All | +1,172.1% | +32.6% | +1,139.4% | +1,011.7% |
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