+93.3%
MSFU vs LSCC
+104.1%
-10.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.1% | -9.0% | -3.8% |
| 7D | +2.5% | +13.0% | -10.5% | -1.0% |
| 30D | -1.3% | -19.8% | +18.5% | +4.2% |
| 3M | +8.6% | -18.4% | +27.0% | +13.3% |
| 6M | +48.4% | -16.1% | +64.5% | +49.3% |
| YTD | +1.6% | +42.7% | -41.2% | -16.1% |
| 1Y | -5.8% | +68.0% | -73.8% | -26.9% |
| 3Y | +30.9% | +85.8% | -54.9% | -11.3% |
| All | +93.3% | +104.1% | -10.7% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling