+46.9%
LMT vs MSFU
+29.5%
+17.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.9% | +2.4% |
| 7D | -5.6% | +4.0% | -9.7% | -5.4% |
| 30D | +18.4% | -2.3% | +20.7% | +18.5% |
| 3M | +0.6% | +7.1% | -6.5% | +0.9% |
| 6M | +20.6% | +48.9% | -28.3% | +22.0% |
| YTD | +27.0% | +2.4% | +24.5% | +26.8% |
| 1Y | +36.9% | -8.1% | +44.9% | +36.3% |
| 3Y | +46.9% | +25.2% | +21.7% | +43.8% |
| All | +46.9% | +29.5% | +17.4% | +43.8% |
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