+21.0%
HAL vs MSFU
+103.9%
-82.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.3% | -0.4% |
| 7D | -7.9% | +14.6% | -22.5% | -9.1% |
| 30D | -2.1% | +2.1% | -4.2% | -2.4% |
| 3M | +0.4% | +14.7% | -14.2% | -1.1% |
| 6M | -19.2% | +55.7% | -74.9% | -23.3% |
| YTD | +14.4% | +7.1% | +7.3% | +13.2% |
| 1Y | +18.0% | -0.5% | +18.5% | +17.9% |
| 3Y | -9.7% | +35.7% | -45.4% | -18.2% |
| All | +21.0% | +103.9% | -82.8% | +4.1% |
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