-70.4%
LULU vs MSFU
+70.7%
-141.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | -16.9% | -2.3% | -14.6% | -16.2% |
| 30D | -22.0% | -6.3% | -15.7% | -20.4% |
| 3M | -17.8% | +40.0% | -57.8% | -26.4% |
| 6M | -41.3% | +30.1% | -71.4% | -46.7% |
| YTD | -52.0% | -10.3% | -41.7% | -51.9% |
| 1Y | -39.8% | -19.0% | -20.8% | -38.2% |
| 3Y | -74.8% | +25.8% | -100.6% | -78.9% |
| All | -70.4% | +70.7% | -141.1% | -78.0% |
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 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