-10.3%
MSFU vs LBRT
-17.1%
+6.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | -2.8% | +9.2% | -12.0% | -2.5% |
| 30D | -5.3% | -27.5% | +22.2% | -6.9% |
| 3M | +7.2% | -37.9% | +45.1% | +4.0% |
| 6M | +51.0% | -60.7% | +111.7% | +30.0% |
| YTD | -1.2% | -28.5% | +27.3% | +4.4% |
| 1Y | -10.3% | -13.2% | +2.9% | -7.7% |
| All | -10.3% | -17.1% | +6.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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