+76.3%
MSFU vs LEN
+20.1%
+56.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.1% | -3.9% |
| 7D | -5.7% | -3.2% | -2.5% | -5.0% |
| 30D | +4.2% | -4.9% | +9.1% | +5.2% |
| 3M | +27.9% | -8.5% | +36.4% | +29.9% |
| 6M | +37.1% | -20.7% | +57.8% | +43.6% |
| YTD | -7.4% | -17.4% | +10.0% | -5.2% |
| 1Y | -19.6% | -38.2% | +18.6% | -10.7% |
| 3Y | +33.2% | -24.9% | +58.1% | +21.8% |
| All | +76.3% | +20.1% | +56.2% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling