-19.6%
MSFU vs LUMN
+42.5%
-62.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.1% | -3.9% |
| 7D | -5.7% | +12.1% | -17.8% | -7.1% |
| 30D | +4.2% | +11.3% | -7.2% | +2.6% |
| 3M | +27.9% | -31.6% | +59.5% | +33.4% |
| 6M | +37.1% | -2.7% | +39.8% | +35.5% |
| YTD | -7.4% | -12.9% | +5.5% | -8.4% |
| 1Y | -19.6% | +36.2% | -55.8% | -25.0% |
| All | -19.6% | +42.5% | -62.1% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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