-3.5%
MSFU vs ILMN
+92.1%
-95.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -4.9% | +18.4% | +14.2% |
| 7D | +8.2% | -21.6% | +29.7% | +11.8% |
| 30D | +10.2% | -22.9% | +33.1% | +13.9% |
| 3M | +22.9% | +11.6% | +11.3% | +19.9% |
| 6M | +63.2% | +62.5% | +0.6% | +53.2% |
| YTD | +11.7% | +72.7% | -61.0% | +4.6% |
| 1Y | -3.5% | +93.9% | -97.4% | -10.1% |
| All | -3.5% | +92.1% | -95.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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