+70.7%
MSFU vs LEN
+16.1%
+54.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.3% | -3.4% | +1.0% | -1.6% |
| 30D | -6.3% | -5.7% | -0.6% | -5.1% |
| 3M | +40.0% | -12.2% | +52.2% | +43.4% |
| 6M | +30.1% | -18.3% | +48.4% | +35.2% |
| YTD | -10.3% | -20.2% | +9.9% | -7.6% |
| 1Y | -19.0% | -40.1% | +21.0% | -9.4% |
| 3Y | +25.8% | -26.2% | +52.0% | +14.9% |
| All | +70.7% | +16.1% | +54.7% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling