+76.3%
MSFU vs LSCC
+125.2%
-48.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.7% |
| 7D | -5.7% | +1.3% | -7.0% | -6.1% |
| 30D | +4.2% | -9.7% | +13.8% | +6.7% |
| 3M | +27.9% | -23.7% | +51.6% | +34.9% |
| 6M | +37.1% | +26.5% | +10.6% | +21.5% |
| YTD | -7.4% | +57.5% | -64.9% | -24.8% |
| 1Y | -19.6% | +75.7% | -95.3% | -38.0% |
| 3Y | +33.2% | +19.5% | +13.7% | +11.9% |
| All | +76.3% | +125.2% | -48.9% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling