+76.3%
MSFU vs LII
+62.2%
+14.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.3% | -4.5% |
| 7D | -5.7% | -0.7% | -5.0% | -5.5% |
| 30D | +4.2% | -12.6% | +16.8% | +8.2% |
| 3M | +27.9% | -24.4% | +52.3% | +36.2% |
| 6M | +37.1% | -28.7% | +65.8% | +47.5% |
| YTD | -7.4% | -19.1% | +11.8% | -6.7% |
| 1Y | -19.6% | -29.7% | +10.1% | -14.3% |
| 3Y | +33.2% | +4.8% | +28.4% | +9.8% |
| All | +76.3% | +62.2% | +14.2% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling