+417.4%
HL vs MSFU
+29.4%
+388.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.7% |
| 7D | +7.1% | -3.2% | +10.2% | +7.6% |
| 30D | +21.4% | -3.1% | +24.6% | +21.9% |
| 3M | +37.4% | +35.3% | +2.2% | +28.6% |
| 6M | +0.4% | +31.6% | -31.2% | -6.3% |
| YTD | +6.7% | -9.5% | +16.2% | +6.6% |
| 1Y | +102.4% | -18.4% | +120.8% | +105.9% |
| 3Y | +417.4% | +26.9% | +390.5% | +390.6% |
| All | +417.4% | +29.4% | +388.0% | +390.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling