+59.8%
LMT vs MSFU
+87.3%
-27.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | +4.8% | -4.9% | +9.8% | +4.8% |
| 30D | +19.9% | -9.1% | +28.9% | +19.9% |
| 3M | +0.2% | +8.7% | -8.5% | +0.2% |
| 6M | +17.4% | +48.3% | -30.9% | +17.7% |
| YTD | +27.2% | -1.6% | +28.8% | +27.0% |
| 1Y | +35.6% | -13.6% | +49.2% | +35.6% |
| 3Y | +47.1% | +20.2% | +26.9% | +43.9% |
| All | +59.8% | +87.3% | -27.5% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling