-40.3%
LULU vs MSFU
-19.1%
-21.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.9% |
| 7D | -1.6% | -1.8% | +0.2% | -1.3% |
| 30D | -18.1% | +0.5% | -18.6% | -18.0% |
| 3M | -18.8% | +51.9% | -70.6% | -25.6% |
| 6M | -39.2% | +35.0% | -74.2% | -43.1% |
| YTD | -52.4% | -9.0% | -43.3% | -53.8% |
| 1Y | -40.3% | -18.8% | -21.5% | -40.4% |
| All | -40.3% | -19.1% | -21.2% | -40.4% |
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