-11.2%
HUM vs MSFU
+24.2%
-35.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.2% | -2.3% | +2.1% | -0.1% |
| 30D | +3.7% | -6.3% | +10.0% | +4.0% |
| 3M | +10.4% | +40.0% | -29.5% | +8.3% |
| 6M | +125.7% | +30.1% | +95.6% | +121.5% |
| YTD | +57.3% | -10.3% | +67.7% | +57.2% |
| 1Y | +48.6% | -19.0% | +67.7% | +50.1% |
| All | -11.2% | +24.2% | -35.4% | -15.9% |
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