+85.8%
MSFU vs LSCC
+138.6%
-52.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +10.4% | -15.1% | -7.5% |
| 7D | -12.7% | +14.5% | -27.1% | -16.1% |
| 30D | -9.0% | -0.1% | -8.9% | -9.7% |
| 3M | +2.9% | -2.7% | +5.6% | +2.0% |
| 6M | +43.5% | -4.8% | +48.3% | +39.6% |
| YTD | -2.4% | +66.9% | -69.3% | -23.0% |
| 1Y | -13.5% | +85.8% | -99.3% | -34.5% |
| 3Y | +19.2% | +115.6% | -96.4% | -22.5% |
| All | +85.8% | +138.6% | -52.8% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling