+93.3%
MSFU vs LII
+42.6%
+50.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.3% |
| 7D | +2.5% | -0.6% | +3.1% | +2.7% |
| 30D | -1.3% | -4.6% | +3.3% | -0.4% |
| 3M | +8.6% | -21.2% | +29.9% | +15.8% |
| 6M | +48.4% | -36.4% | +84.8% | +65.5% |
| YTD | +1.6% | -28.9% | +30.5% | +5.7% |
| 1Y | -5.8% | -29.5% | +23.8% | -1.8% |
| 3Y | +30.9% | -8.6% | +39.5% | +12.1% |
| All | +93.3% | +42.6% | +50.8% | +20.5% |
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 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