+97.0%
MSFU vs ILMN
+6.4%
+90.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -8.2% | +0.8% | -5.6% |
| 7D | +1.0% | -28.3% | +29.3% | +8.1% |
| 30D | +0.6% | -24.0% | +24.6% | +6.2% |
| 3M | +16.4% | +4.1% | +12.3% | +13.9% |
| 6M | +53.0% | +49.6% | +3.4% | +37.9% |
| YTD | +3.5% | +58.6% | -55.1% | -8.6% |
| 1Y | -7.8% | +69.9% | -77.7% | -20.0% |
| 3Y | +35.6% | +82.9% | -47.3% | +8.1% |
| All | +97.0% | +6.4% | +90.6% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling