-70.6%
LULU vs MSFU
+73.2%
-143.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.8% |
| 7D | -1.6% | -1.8% | +0.2% | -1.1% |
| 30D | -18.1% | +0.5% | -18.6% | -18.1% |
| 3M | -18.8% | +51.9% | -70.6% | -28.9% |
| 6M | -39.2% | +35.0% | -74.2% | -45.4% |
| YTD | -52.4% | -9.0% | -43.3% | -52.4% |
| 1Y | -40.3% | -18.8% | -21.5% | -38.7% |
| 3Y | -75.1% | +25.5% | -100.6% | -79.1% |
| All | -70.6% | +73.2% | -143.8% | -78.2% |
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