+4.4%
HWM vs MSFU
-2.2%
+6.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +13.5% | -17.8% | -4.2% |
| 7D | +9.4% | +8.2% | +1.2% | +9.5% |
| 30D | -7.0% | +10.2% | -17.2% | -6.9% |
| 3M | -25.9% | +22.9% | -48.8% | -25.8% |
| 6M | -10.8% | +63.2% | -74.0% | -10.0% |
| YTD | +4.3% | +11.7% | -7.4% | +6.8% |
| 1Y | +4.4% | -3.5% | +7.9% | +9.1% |
| All | +4.4% | -2.2% | +6.6% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling