+15.8%
LQD vs MSFU
+76.3%
-60.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.1% | +0.1% |
| 7D | -0.4% | -5.7% | +5.3% | -0.2% |
| 30D | -0.8% | +4.2% | -4.9% | -0.9% |
| 3M | -1.9% | +27.9% | -29.8% | -2.8% |
| 6M | -2.7% | +37.1% | -39.8% | -3.9% |
| YTD | -1.3% | -7.4% | +6.1% | -1.3% |
| 1Y | 0.0% | -19.6% | +19.6% | +0.5% |
| 3Y | +14.9% | +33.2% | -18.3% | +10.7% |
| All | +15.8% | +76.3% | -60.5% | +7.9% |
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