-11.6%
HL vs MSFU
-13.0%
+1.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.9% |
| 7D | -11.1% | -2.8% | -8.4% | -10.6% |
| 30D | -12.1% | -5.3% | -6.8% | -11.2% |
| 3M | -26.1% | +7.2% | -33.3% | -26.6% |
| 6M | -37.7% | +51.0% | -88.7% | -41.6% |
| YTD | -31.7% | -1.2% | -30.5% | -29.2% |
| 1Y | -11.6% | -10.3% | -1.3% | -4.1% |
| All | -11.6% | -13.0% | +1.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling