-3.5%
MSFU vs LII
-26.0%
+22.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.6% | +9.9% | +13.9% |
| 7D | +8.2% | +7.9% | +0.3% | +9.2% |
| 30D | +10.2% | -0.6% | +10.8% | +10.2% |
| 3M | +22.9% | -19.3% | +42.2% | +18.9% |
| 6M | +63.2% | -29.8% | +93.0% | +56.4% |
| YTD | +11.7% | -25.4% | +37.1% | +5.9% |
| 1Y | -3.5% | -26.2% | +22.7% | -8.5% |
| All | -3.5% | -26.0% | +22.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling