-3.5%
MSFU vs LSCC
+57.8%
-61.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.3% | +12.2% | +13.4% |
| 7D | +8.2% | +3.0% | +5.2% | +7.8% |
| 30D | +10.2% | -19.3% | +29.5% | +11.1% |
| 3M | +22.9% | -22.3% | +45.2% | +24.2% |
| 6M | +63.2% | -14.6% | +77.8% | +61.2% |
| YTD | +11.7% | +45.8% | -34.0% | +6.3% |
| 1Y | -3.5% | +69.6% | -73.1% | -8.4% |
| All | -3.5% | +57.8% | -61.3% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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