+398.1%
HL vs MSFU
+73.2%
+324.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | +9.3% | +0.5% | +8.8% | +9.0% |
| 3M | +32.0% | +51.9% | -19.9% | +18.3% |
| 6M | -6.4% | +35.0% | -41.4% | -14.7% |
| YTD | +3.1% | -9.0% | +12.2% | +2.7% |
| 1Y | +77.6% | -18.8% | +96.4% | +81.4% |
| 3Y | +392.8% | +25.5% | +367.3% | +316.8% |
| All | +398.1% | +73.2% | +324.9% | +275.1% |
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 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