+95.0%
MSFU vs LH
+99.6%
-4.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.1% | -4.2% |
| 7D | +4.0% | +4.8% | -0.7% | +2.3% |
| 30D | -2.3% | +18.8% | -21.1% | -8.6% |
| 3M | +7.1% | +15.7% | -8.6% | +1.1% |
| 6M | +48.9% | +46.7% | +2.2% | +28.4% |
| YTD | +2.4% | +48.9% | -46.5% | -13.0% |
| 1Y | -8.1% | +43.5% | -51.6% | -20.8% |
| 3Y | +25.2% | +86.9% | -61.7% | -9.2% |
| All | +95.0% | +99.6% | -4.6% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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