+86.2%
HST vs MSFU
+85.8%
+0.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | +0.1% |
| 7D | -1.3% | -12.7% | +11.4% | +0.6% |
| 30D | +13.4% | -9.0% | +22.4% | +14.7% |
| 3M | +16.7% | +2.9% | +13.8% | +15.7% |
| 6M | +24.0% | +43.5% | -19.5% | +15.1% |
| YTD | +54.0% | -2.4% | +56.4% | +52.2% |
| 1Y | +55.0% | -13.5% | +68.5% | +57.5% |
| 3Y | +89.3% | +19.2% | +70.1% | +67.5% |
| All | +86.2% | +85.8% | +0.5% | +41.1% |
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 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