+70.7%
MSFU vs LH
+72.8%
-2.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -2.3% | -3.2% | +0.8% | -1.0% |
| 30D | -6.3% | +0.1% | -6.4% | -6.3% |
| 3M | +40.0% | +18.6% | +21.3% | +31.2% |
| 6M | +30.1% | +17.9% | +12.2% | +22.1% |
| YTD | -10.3% | +28.9% | -39.3% | -19.4% |
| 1Y | -19.0% | +16.6% | -35.7% | -24.5% |
| 3Y | +25.8% | +63.6% | -37.7% | -4.4% |
| All | +70.7% | +72.8% | -2.1% | +24.1% |
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