+6.9%
LOW vs MSFU
+70.7%
-63.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.6% | -2.3% | +1.7% | -0.4% |
| 30D | -9.3% | -6.3% | -3.0% | -8.7% |
| 3M | -8.1% | +40.0% | -48.0% | -11.7% |
| 6M | -19.8% | +30.1% | -49.9% | -22.9% |
| YTD | -16.4% | -10.3% | -6.0% | -15.8% |
| 1Y | -24.7% | -19.0% | -5.6% | -23.1% |
| 3Y | -8.8% | +25.8% | -34.6% | -20.6% |
| All | +6.9% | +70.7% | -63.8% | -18.2% |
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