-22.8%
LYB vs MSFU
+26.0%
-48.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.0% |
| 7D | +0.3% | -1.8% | +2.1% | +0.4% |
| 30D | +2.5% | +0.5% | +2.0% | +2.4% |
| 3M | +1.4% | +51.9% | -50.5% | -1.9% |
| 6M | -3.5% | +35.0% | -38.4% | -6.1% |
| YTD | +52.0% | -9.0% | +61.0% | +53.9% |
| 1Y | +22.1% | -18.8% | +40.9% | +25.4% |
| 3Y | -22.8% | +25.5% | -48.3% | -28.2% |
| All | -22.8% | +26.0% | -48.7% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling