+539.1%
HWM vs MSFU
+87.3%
+451.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +11.1% | -4.9% | +16.1% | +12.0% |
| 30D | +3.0% | -9.1% | +12.0% | +4.3% |
| 3M | -20.7% | +8.7% | -29.4% | -22.2% |
| 6M | -17.2% | +48.3% | -65.5% | -24.2% |
| YTD | +9.1% | -1.6% | +10.7% | +7.9% |
| 1Y | +9.0% | -13.6% | +22.6% | +11.6% |
| 3Y | +353.8% | +20.2% | +333.6% | +301.0% |
| All | +539.1% | +87.3% | +451.8% | +402.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling