-19.9%
LMT vs MSFU
+39.7%
-59.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | -1.3% |
| 7D | -6.3% | -5.7% | -0.6% | -6.1% |
| 30D | -8.5% | +4.2% | -12.7% | -8.6% |
| 3M | +1.8% | +27.9% | -26.1% | +0.8% |
| 6M | -19.9% | +37.1% | -57.1% | -21.2% |
| All | -19.9% | +39.7% | -59.6% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling