+103.9%
MSFU vs ILMN
+12.9%
+91.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.6% | +1.9% | +4.7% |
| 7D | +14.6% | -2.6% | +17.1% | +15.1% |
| 30D | +2.1% | -20.6% | +22.7% | +6.8% |
| 3M | +14.7% | +17.5% | -2.8% | +9.3% |
| 6M | +55.7% | +55.6% | +0.1% | +39.2% |
| YTD | +7.1% | +68.3% | -61.2% | -6.7% |
| 1Y | -0.5% | +81.1% | -81.6% | -14.9% |
| 3Y | +35.7% | +112.2% | -76.4% | +3.5% |
| All | +103.9% | +12.9% | +91.0% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling