+35.7%
MSFU vs ILMN
+103.6%
-67.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.6% | +1.9% | +4.9% |
| 7D | +14.6% | -2.6% | +17.1% | +14.9% |
| 30D | +2.1% | -20.6% | +22.7% | +5.5% |
| 3M | +14.7% | +17.5% | -2.8% | +10.9% |
| 6M | +55.7% | +55.6% | +0.1% | +44.3% |
| YTD | +7.1% | +68.3% | -61.2% | -2.3% |
| 1Y | -0.5% | +81.1% | -81.6% | -10.4% |
| 3Y | +35.7% | +112.2% | -76.4% | +19.7% |
| All | +35.7% | +103.6% | -67.9% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling