+35.7%
MSFU vs LEN
-17.6%
+53.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.3% | +5.2% |
| 7D | +14.6% | +0.6% | +14.0% | +14.4% |
| 30D | +2.1% | +19.4% | -17.3% | +0.9% |
| 3M | +14.7% | +4.5% | +10.1% | +14.3% |
| 6M | +55.7% | +4.9% | +50.7% | +54.8% |
| YTD | +7.1% | -8.9% | +16.0% | +6.6% |
| 1Y | -0.5% | -23.0% | +22.5% | +1.0% |
| 3Y | +35.7% | -16.7% | +52.4% | +32.2% |
| All | +35.7% | -17.6% | +53.4% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling