+17.9%
LMT vs MSFU
-18.4%
+36.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | -1.5% |
| 7D | -6.3% | -5.7% | -0.6% | -6.3% |
| 30D | -8.5% | +4.2% | -12.7% | -8.4% |
| 3M | +1.8% | +27.9% | -26.1% | +1.9% |
| 6M | -19.9% | +37.1% | -57.1% | -19.6% |
| YTD | +10.6% | -7.4% | +17.9% | +8.3% |
| 1Y | +17.9% | -19.6% | +37.6% | +16.5% |
| All | +17.9% | -18.4% | +36.4% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling