+72.2%
MSFU vs LEN
+15.5%
+56.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.5% |
| 7D | -3.2% | -2.9% | -0.3% | -2.5% |
| 30D | -3.1% | -8.9% | +5.7% | -1.2% |
| 3M | +35.3% | -10.9% | +46.2% | +38.1% |
| 6M | +31.6% | -19.7% | +51.3% | +37.3% |
| YTD | -9.5% | -20.6% | +11.1% | -6.6% |
| 1Y | -18.4% | -42.4% | +24.0% | -7.5% |
| 3Y | +26.9% | -26.5% | +53.5% | +16.1% |
| All | +72.2% | +15.5% | +56.7% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling