+73.2%
MSFU vs LUMN
-28.2%
+101.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -1.8% | +2.5% | -4.3% | -2.0% |
| 30D | +0.5% | +10.3% | -9.8% | -0.3% |
| 3M | +51.9% | -18.3% | +70.1% | +53.7% |
| 6M | +35.0% | +4.4% | +30.6% | +33.8% |
| YTD | -9.0% | -10.7% | +1.6% | -9.4% |
| 1Y | -18.8% | +14.0% | -32.8% | -20.9% |
| 3Y | +25.5% | +406.6% | -381.1% | +9.8% |
| All | +73.2% | -28.2% | +101.3% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling