+72.2%
MSFU vs LH
+74.9%
-2.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -3.2% | -0.8% | -2.3% | -2.8% |
| 30D | -3.1% | +2.0% | -5.1% | -3.9% |
| 3M | +35.3% | +24.3% | +11.0% | +24.5% |
| 6M | +31.6% | +21.1% | +10.5% | +22.3% |
| YTD | -9.5% | +30.4% | -40.0% | -19.1% |
| 1Y | -18.4% | +18.4% | -36.8% | -24.4% |
| 3Y | +26.9% | +65.5% | -38.5% | -4.0% |
| All | +72.2% | +74.9% | -2.6% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling