+33.4%
MSFU vs LSCC
+69.3%
-35.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -8.6% | +1.2% | -5.4% |
| 7D | +1.0% | -4.8% | +5.9% | +2.2% |
| 30D | +0.6% | -27.1% | +27.7% | +7.7% |
| 3M | +16.4% | -23.6% | +40.0% | +22.6% |
| 6M | +53.0% | -19.8% | +72.8% | +55.3% |
| YTD | +3.5% | +33.2% | -29.7% | -11.2% |
| 1Y | -7.8% | +55.2% | -63.1% | -25.1% |
| All | +33.4% | +69.3% | -35.9% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling