+33.4%
MSFU vs LDOS
+35.4%
-2.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.4% |
| 7D | +1.0% | -3.7% | +4.7% | +1.8% |
| 30D | +0.6% | +16.4% | -15.8% | -3.8% |
| 3M | +16.4% | +7.4% | +9.0% | +13.8% |
| 6M | +53.0% | -0.3% | +53.3% | +50.7% |
| YTD | +3.5% | -24.0% | +27.5% | +8.5% |
| 1Y | -7.8% | -29.6% | +21.7% | -1.8% |
| All | +33.4% | +35.4% | -2.0% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling