+76.3%
MSFU vs ILMN
+11.6%
+64.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.8% |
| 7D | -5.7% | +1.2% | -6.9% | -5.9% |
| 30D | +4.2% | +9.2% | -5.0% | +1.9% |
| 3M | +27.9% | +29.8% | -1.9% | +20.3% |
| 6M | +37.1% | +69.2% | -32.1% | +21.4% |
| YTD | -7.4% | +66.4% | -73.8% | -18.2% |
| 1Y | -19.6% | +123.4% | -143.0% | -35.0% |
| 3Y | +33.2% | +33.2% | 0.0% | +21.7% |
| All | +76.3% | +11.6% | +64.7% | +66.5% |
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