+367.6%
LLY vs MSFU
+103.9%
+263.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +4.0% |
| 7D | +0.1% | +14.6% | -14.5% | -0.7% |
| 30D | +19.7% | +2.1% | +17.6% | +19.5% |
| 3M | +19.3% | +14.7% | +4.6% | +18.2% |
| 6M | +49.3% | +55.7% | -6.3% | +44.5% |
| YTD | +32.0% | +7.1% | +24.9% | +31.6% |
| 1Y | +53.7% | -0.5% | +54.2% | +54.3% |
| 3Y | +143.7% | +35.7% | +108.0% | +129.9% |
| All | +367.6% | +103.9% | +263.7% | +331.9% |
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 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