+73.2%
MSFU vs LYV
+91.3%
-18.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.8% | -1.9% | +0.1% | -0.9% |
| 30D | +0.5% | -8.2% | +8.7% | +4.6% |
| 3M | +51.9% | -1.3% | +53.1% | +52.4% |
| 6M | +35.0% | +2.6% | +32.3% | +32.0% |
| YTD | -9.0% | +19.4% | -28.4% | -17.9% |
| 1Y | -18.8% | -2.2% | -16.6% | -19.2% |
| 3Y | +25.5% | +106.0% | -80.5% | -16.9% |
| All | +73.2% | +91.3% | -18.2% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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