+642.1%
HWM vs MSFU
+76.3%
+565.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.2% |
| 7D | -2.1% | -5.7% | +3.6% | -1.2% |
| 30D | -11.0% | +4.2% | -15.2% | -11.7% |
| 3M | +4.0% | +27.9% | -23.9% | -1.1% |
| 6M | -0.2% | +37.1% | -37.3% | -7.8% |
| YTD | +26.7% | -7.4% | +34.0% | +27.1% |
| 1Y | +44.7% | -19.6% | +64.3% | +50.2% |
| 3Y | +426.1% | +33.2% | +392.9% | +353.4% |
| All | +642.1% | +76.3% | +565.8% | +492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling