+519.4%
HWM vs MSFU
+103.9%
+415.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +4.2% |
| 7D | +1.6% | +14.6% | -13.0% | -0.8% |
| 30D | -3.9% | +2.1% | -6.0% | -4.5% |
| 3M | -23.2% | +14.7% | -37.9% | -25.3% |
| 6M | -20.0% | +55.7% | -75.6% | -27.2% |
| YTD | +5.7% | +7.1% | -1.4% | +3.2% |
| 1Y | +4.9% | -0.5% | +5.4% | +4.2% |
| 3Y | +347.0% | +35.7% | +311.3% | +286.5% |
| All | +519.4% | +103.9% | +415.5% | +381.1% |
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 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