+654.4%
LITE vs MSFU
+88.0%
+566.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.6% |
| 7D | +10.8% | -2.8% | +13.5% | +11.6% |
| 30D | -33.4% | -5.3% | -28.1% | -32.2% |
| 3M | -32.2% | +7.2% | -39.5% | -33.9% |
| 6M | -42.1% | +51.0% | -93.1% | -50.8% |
| YTD | +61.9% | -1.2% | +63.1% | +57.7% |
| 1Y | +163.0% | -10.3% | +173.3% | +167.4% |
| 3Y | +1,358.0% | +22.2% | +1,335.8% | +1,148.6% |
| All | +654.4% | +88.0% | +566.3% | +466.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling