+76.3%
MSFU vs LH
+76.0%
+0.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.6% |
| 7D | -5.7% | -2.5% | -3.2% | -4.7% |
| 30D | +4.2% | +4.3% | -0.2% | +2.4% |
| 3M | +27.9% | +25.5% | +2.4% | +17.3% |
| 6M | +37.1% | +17.0% | +20.2% | +29.0% |
| YTD | -7.4% | +31.3% | -38.6% | -17.4% |
| 1Y | -19.6% | +20.0% | -39.6% | -26.0% |
| 3Y | +33.2% | +63.9% | -30.7% | +1.7% |
| All | +76.3% | +76.0% | +0.4% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling