-8.1%
MSFU vs ILMN
+74.7%
-82.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.7% | -3.9% |
| 7D | +4.0% | -9.8% | +13.8% | +5.7% |
| 30D | -2.3% | -22.7% | +20.4% | +1.4% |
| 3M | +7.1% | +12.1% | -4.9% | +4.3% |
| 6M | +48.9% | +51.5% | -2.6% | +40.5% |
| YTD | +2.4% | +63.9% | -61.4% | -4.2% |
| 1Y | -8.1% | +76.6% | -84.7% | -14.9% |
| All | -8.1% | +74.7% | -82.8% | -14.9% |
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