+95.0%
MSFU vs LDOS
+54.2%
+40.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.6% |
| 7D | +4.0% | +1.9% | +2.2% | +3.6% |
| 30D | -2.3% | +12.8% | -15.1% | -5.7% |
| 3M | +7.1% | -1.0% | +8.1% | +7.0% |
| 6M | +48.9% | +6.2% | +42.7% | +44.9% |
| YTD | +2.4% | -23.2% | +25.7% | +7.6% |
| 1Y | -8.1% | -29.5% | +21.4% | -1.6% |
| 3Y | +25.2% | +37.1% | -11.9% | +11.8% |
| All | +95.0% | +54.2% | +40.8% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling