+41.0%
HAL vs MSFU
+70.7%
-29.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -1.3% | -2.3% | +1.0% | -1.1% |
| 30D | +10.9% | -6.3% | +17.1% | +11.5% |
| 3M | -5.8% | +40.0% | -45.8% | -9.3% |
| 6M | +8.1% | +30.1% | -22.0% | +4.3% |
| YTD | +33.2% | -10.3% | +43.5% | +34.3% |
| 1Y | +74.2% | -19.0% | +93.2% | +78.1% |
| 3Y | -3.7% | +25.8% | -29.5% | -12.6% |
| All | +41.0% | +70.7% | -29.7% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling