+95.0%
MSFU vs LII
+45.0%
+50.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | +4.0% | +0.4% | +3.6% | +4.1% |
| 30D | -2.3% | -2.4% | +0.1% | -2.0% |
| 3M | +7.1% | -17.5% | +24.6% | +12.8% |
| 6M | +48.9% | -32.8% | +81.7% | +63.1% |
| YTD | +2.4% | -27.7% | +30.1% | +6.1% |
| 1Y | -8.1% | -28.1% | +20.0% | -4.8% |
| 3Y | +25.2% | -9.7% | +34.8% | +8.5% |
| All | +95.0% | +45.0% | +50.0% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling