+2.2%
LYFT vs MSFU
+71.2%
-69.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -13.1% | -6.9% | -6.1% | -10.9% |
| 30D | -14.4% | -5.1% | -9.2% | -12.9% |
| 3M | +12.2% | +44.6% | -32.5% | -3.5% |
| 6M | +13.4% | +32.8% | -19.5% | -0.6% |
| YTD | -22.5% | -10.1% | -12.4% | -22.7% |
| 1Y | -20.8% | -19.4% | -1.4% | -17.8% |
| 3Y | +38.8% | +26.2% | +12.6% | +8.2% |
| All | +2.2% | +71.2% | -69.0% | -33.9% |
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