+35.7%
MSFU vs LBRT
-28.3%
+64.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.1% | -2.7% | +4.6% |
| 7D | +14.6% | -11.9% | +26.5% | +15.7% |
| 30D | +2.1% | -31.9% | +34.1% | +5.8% |
| 3M | +14.7% | -34.9% | +49.5% | +18.9% |
| 6M | +55.7% | -60.7% | +116.3% | +67.4% |
| YTD | +7.1% | -29.2% | +36.3% | +5.4% |
| 1Y | -0.5% | -23.6% | +23.1% | -3.8% |
| 3Y | +35.7% | -26.8% | +62.6% | +26.8% |
| All | +35.7% | -28.3% | +64.0% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling