+236.2%
HL vs MSFU
+87.3%
+148.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.6% |
| 7D | -7.6% | -4.9% | -2.7% | -6.5% |
| 30D | -17.5% | -9.1% | -8.4% | -15.6% |
| 3M | -26.2% | +8.7% | -34.9% | -27.6% |
| 6M | -35.1% | +48.3% | -83.4% | -41.6% |
| YTD | -30.4% | -1.6% | -28.8% | -31.8% |
| 1Y | -14.0% | -13.6% | -0.4% | -12.9% |
| 3Y | +256.3% | +20.2% | +236.1% | +209.7% |
| All | +236.2% | +87.3% | +148.9% | +149.2% |
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