+136.1%
HLT vs MSFU
+73.2%
+63.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | -5.0% | +0.5% | -5.5% | -5.2% |
| 3M | -10.4% | +51.9% | -62.2% | -16.6% |
| 6M | +3.2% | +35.0% | -31.7% | -3.2% |
| YTD | +6.7% | -9.0% | +15.8% | +6.9% |
| 1Y | +10.3% | -18.8% | +29.1% | +12.6% |
| 3Y | +99.3% | +25.5% | +73.8% | +76.4% |
| All | +136.1% | +73.2% | +63.0% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling