+527.4%
HWM vs MSFU
+95.0%
+432.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +2.0% |
| 7D | -1.8% | +4.0% | -5.8% | -2.6% |
| 30D | -2.7% | -2.3% | -0.4% | -2.6% |
| 3M | -22.7% | +7.1% | -29.8% | -24.0% |
| 6M | -18.9% | +48.9% | -67.8% | -25.7% |
| YTD | +7.1% | +2.4% | +4.6% | +5.3% |
| 1Y | +4.7% | -8.1% | +12.8% | +5.8% |
| 3Y | +345.6% | +25.2% | +320.4% | +291.3% |
| All | +527.4% | +95.0% | +432.4% | +390.7% |
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