-13.5%
MSFU vs LII
-27.8%
+14.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -4.7% |
| 7D | -12.7% | -2.3% | -10.4% | -12.9% |
| 30D | -9.0% | -1.7% | -7.3% | -9.1% |
| 3M | +2.9% | -18.3% | +21.2% | 0.0% |
| 6M | +43.5% | -32.3% | +75.9% | +37.0% |
| YTD | -2.4% | -27.1% | +24.7% | -7.9% |
| 1Y | -13.5% | -27.2% | +13.7% | -17.9% |
| All | -13.5% | -27.8% | +14.3% | -17.9% |
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