+88.0%
MSFU vs LH
+99.4%
-11.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -2.8% | +1.1% | -3.8% | -3.2% |
| 30D | -5.3% | +16.7% | -22.1% | -10.7% |
| 3M | +7.2% | +15.1% | -7.8% | +1.5% |
| 6M | +51.0% | +46.3% | +4.7% | +30.3% |
| YTD | -1.2% | +48.8% | -50.0% | -16.1% |
| 1Y | -10.3% | +39.7% | -50.0% | -21.8% |
| 3Y | +22.2% | +87.0% | -64.8% | -11.4% |
| All | +88.0% | +99.4% | -11.4% | +29.2% |
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