+15.2%
LQD vs MSFU
+29.4%
-14.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.2% | -3.2% | +3.4% | +0.3% |
| 30D | -0.6% | -3.1% | +2.5% | -0.6% |
| 3M | -1.2% | +35.3% | -36.5% | -1.8% |
| 6M | -1.9% | +31.6% | -33.5% | -2.6% |
| YTD | -1.3% | -9.5% | +8.3% | -1.3% |
| 1Y | -1.0% | -18.4% | +17.4% | -0.8% |
| 3Y | +15.2% | +26.9% | -11.7% | +13.0% |
| All | +15.2% | +29.4% | -14.1% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling