+619.1%
LRCX vs MSFU
+73.2%
+545.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.3% |
| 7D | -3.1% | -1.8% | -1.3% | -2.6% |
| 30D | -8.6% | +0.5% | -9.0% | -9.1% |
| 3M | -17.7% | +51.9% | -69.5% | -30.5% |
| 6M | +36.4% | +35.0% | +1.4% | +16.6% |
| YTD | +74.5% | -9.0% | +83.6% | +72.6% |
| 1Y | +159.4% | -18.8% | +178.3% | +169.6% |
| 3Y | +361.6% | +25.5% | +336.1% | +256.7% |
| All | +619.1% | +73.2% | +545.9% | +334.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling