+16.1%
LVS vs MSFU
+87.3%
-71.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.4% |
| 7D | -3.9% | -4.9% | +1.0% | -3.1% |
| 30D | +7.1% | -9.1% | +16.1% | +8.5% |
| 3M | -13.2% | +8.7% | -21.9% | -15.0% |
| 6M | -22.8% | +48.3% | -71.1% | -29.8% |
| YTD | -38.0% | -1.6% | -36.4% | -39.2% |
| 1Y | -39.5% | -13.6% | -25.9% | -39.3% |
| 3Y | -12.2% | +20.2% | -32.4% | -21.5% |
| All | +16.1% | +87.3% | -71.2% | -5.6% |
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