-10.3%
MSFU vs LDOS
-31.9%
+21.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.8% | -1.6% | -1.1% | -2.3% |
| 30D | -5.3% | +8.2% | -13.6% | -8.4% |
| 3M | +7.2% | -8.2% | +15.4% | +9.8% |
| 6M | +51.0% | +5.8% | +45.2% | +43.7% |
| YTD | -1.2% | -27.0% | +25.7% | +5.7% |
| 1Y | -10.3% | -31.0% | +20.7% | -4.4% |
| All | -10.3% | -31.9% | +21.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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