+84.2%
HST vs MSFU
+88.0%
-3.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +3.6% | -2.8% | +6.3% | +3.9% |
| 30D | +11.2% | -5.3% | +16.5% | +11.9% |
| 3M | +13.1% | +7.2% | +5.9% | +11.5% |
| 6M | +23.9% | +51.0% | -27.1% | +13.9% |
| YTD | +52.3% | -1.2% | +53.5% | +50.3% |
| 1Y | +56.7% | -10.3% | +67.0% | +57.9% |
| 3Y | +87.5% | +22.2% | +65.3% | +65.0% |
| All | +84.2% | +88.0% | -3.8% | +39.4% |
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