+70.7%
MSFU vs LPLA
+61.7%
+9.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.3% | -1.5% | -0.8% | -1.9% |
| 30D | -6.3% | -6.0% | -0.3% | -4.6% |
| 3M | +40.0% | +21.4% | +18.6% | +33.0% |
| 6M | +30.1% | +12.1% | +18.0% | +25.6% |
| YTD | -10.3% | -1.8% | -8.5% | -10.5% |
| 1Y | -19.0% | +3.2% | -22.2% | -20.7% |
| 3Y | +25.8% | +45.9% | -20.1% | +18.4% |
| All | +70.7% | +61.7% | +9.1% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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