+97.0%
MSFU vs LII
+45.4%
+51.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.8% | -4.5% | -6.6% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +0.6% | -4.6% | +5.2% | +1.5% |
| 3M | +16.4% | -21.7% | +38.0% | +24.2% |
| 6M | +53.0% | -32.8% | +85.8% | +67.4% |
| YTD | +3.5% | -27.5% | +31.0% | +7.1% |
| 1Y | -7.8% | -28.0% | +20.1% | -4.6% |
| 3Y | +35.6% | -7.2% | +42.8% | +15.8% |
| All | +97.0% | +45.4% | +51.6% | +22.1% |
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