+41.9%
LMT vs MSFU
+72.2%
-30.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.1% |
| 7D | -1.5% | -3.2% | +1.6% | -1.5% |
| 30D | -8.2% | -3.1% | -5.1% | -8.2% |
| 3M | +3.7% | +35.3% | -31.5% | +3.9% |
| 6M | -19.2% | +31.6% | -50.8% | -19.1% |
| YTD | +12.9% | -9.5% | +22.4% | +12.7% |
| 1Y | +19.8% | -18.4% | +38.2% | +19.7% |
| 3Y | +37.3% | +26.9% | +10.3% | +33.1% |
| All | +41.9% | +72.2% | -30.4% | +35.2% |
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