+93.3%
MSFU vs LBRT
-11.4%
+104.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.4% | -7.2% | -2.5% |
| 7D | +2.5% | -29.1% | +31.6% | +6.3% |
| 30D | -1.3% | -38.4% | +37.1% | +4.0% |
| 3M | +8.6% | -40.1% | +48.7% | +14.5% |
| 6M | +48.4% | -62.9% | +111.3% | +63.2% |
| YTD | +1.6% | -34.5% | +36.1% | +1.6% |
| 1Y | -5.8% | -30.2% | +24.4% | -7.2% |
| 3Y | +30.9% | -37.5% | +68.4% | +23.6% |
| All | +93.3% | -11.4% | +104.8% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling