+97.0%
MSFU vs LBRT
-15.9%
+112.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -13.7% | +6.3% | -5.8% |
| 7D | +1.0% | -34.8% | +35.8% | +5.9% |
| 30D | +0.6% | -43.6% | +44.2% | +7.1% |
| 3M | +16.4% | -41.2% | +57.6% | +22.9% |
| 6M | +53.0% | -66.1% | +119.1% | +70.0% |
| YTD | +3.5% | -37.9% | +41.3% | +4.1% |
| 1Y | -7.8% | -33.9% | +26.0% | -8.6% |
| 3Y | +35.6% | -40.9% | +76.4% | +28.9% |
| All | +97.0% | -15.9% | +112.9% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling