+112.7%
MSFU vs LDOS
+52.4%
+60.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.7% | +12.8% | +13.3% |
| 7D | +8.2% | -2.8% | +11.0% | +8.7% |
| 30D | +10.2% | +13.6% | -3.4% | +6.1% |
| 3M | +22.9% | +4.2% | +18.7% | +21.1% |
| 6M | +63.2% | -8.2% | +71.4% | +64.4% |
| YTD | +11.7% | -24.1% | +35.8% | +17.7% |
| 1Y | -3.5% | -31.2% | +27.7% | +3.9% |
| 3Y | +46.4% | +35.0% | +11.4% | +31.2% |
| All | +112.7% | +52.4% | +60.2% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling