-21.1%
LOW vs MSFU
-18.4%
-2.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.4% | +1.2% |
| 7D | -1.7% | -5.7% | +4.0% | -1.9% |
| 30D | -7.0% | +4.2% | -11.2% | -6.9% |
| 3M | -0.9% | +27.9% | -28.8% | -0.3% |
| 6M | -20.1% | +37.1% | -57.2% | -20.0% |
| YTD | -13.9% | -7.4% | -6.5% | -14.8% |
| 1Y | -21.1% | -19.6% | -1.5% | -21.7% |
| All | -21.1% | -18.4% | -2.7% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling