-8.1%
MSFU vs LEN
-27.0%
+19.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.4% | +1.0% | -4.6% |
| 7D | +4.0% | +0.7% | +3.4% | +4.2% |
| 30D | -2.3% | +13.0% | -15.3% | -0.8% |
| 3M | +7.1% | +1.9% | +5.2% | +7.5% |
| 6M | +48.9% | -0.7% | +49.6% | +48.8% |
| YTD | +2.4% | -13.8% | +16.3% | -3.1% |
| 1Y | -8.1% | -28.1% | +20.0% | -16.8% |
| All | -8.1% | -27.0% | +19.0% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling