+19.7%
HD vs MSFU
+76.3%
-56.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.4% |
| 7D | -2.1% | -5.7% | +3.6% | -1.5% |
| 30D | -8.4% | +4.2% | -12.6% | -8.9% |
| 3M | +4.3% | +27.9% | -23.6% | +1.0% |
| 6M | -11.1% | +37.1% | -48.3% | -15.5% |
| YTD | -4.7% | -7.4% | +2.7% | -4.4% |
| 1Y | -19.8% | -19.6% | -0.2% | -17.9% |
| 3Y | +4.1% | +33.2% | -29.1% | -9.3% |
| All | +19.7% | +76.3% | -56.6% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling