+993.3%
HUT vs MSFU
+72.2%
+921.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.3% | +8.7% | +7.8% |
| 7D | +28.3% | -3.2% | +31.4% | +30.5% |
| 30D | +12.3% | -3.1% | +15.4% | +13.0% |
| 3M | -16.8% | +35.3% | -52.1% | -35.3% |
| 6M | +111.4% | +31.6% | +79.8% | +60.3% |
| YTD | +116.6% | -9.5% | +126.1% | +111.2% |
| 1Y | +290.5% | -18.4% | +308.9% | +312.1% |
| 3Y | +792.3% | +26.9% | +765.4% | +529.7% |
| All | +993.3% | +72.2% | +921.1% | +513.4% |
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 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