+50.6%
LYB vs MSFU
-2.2%
+52.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +13.5% | -18.2% | -3.9% |
| 7D | -6.2% | +8.2% | -14.4% | -5.6% |
| 30D | +6.3% | +10.2% | -3.9% | +7.1% |
| 3M | +4.1% | +22.9% | -18.8% | +5.4% |
| 6M | -15.5% | +63.2% | -78.7% | -13.5% |
| YTD | +50.2% | +11.7% | +38.5% | +51.2% |
| 1Y | +50.6% | -3.5% | +54.1% | +55.5% |
| All | +50.6% | -2.2% | +52.8% | +55.5% |
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