+37.3%
LMT vs MSFU
+29.4%
+7.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.0% |
| 7D | -1.5% | -3.2% | +1.6% | -1.6% |
| 30D | -8.2% | -3.1% | -5.1% | -8.3% |
| 3M | +3.7% | +35.3% | -31.5% | +4.4% |
| 6M | -19.2% | +31.6% | -50.8% | -18.7% |
| YTD | +12.9% | -9.5% | +22.4% | +12.4% |
| 1Y | +19.8% | -18.4% | +38.2% | +19.2% |
| 3Y | +37.3% | +26.9% | +10.3% | +28.8% |
| All | +37.3% | +29.4% | +7.9% | +28.8% |
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