+489.1%
HWM vs MSFU
+93.3%
+395.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.7% |
| 7D | +3.3% | +2.5% | +0.9% | +2.6% |
| 30D | -7.6% | -1.3% | -6.3% | -7.7% |
| 3M | -28.9% | +8.6% | -37.6% | -30.2% |
| 6M | -19.7% | +48.4% | -68.1% | -26.3% |
| YTD | +0.5% | +1.6% | -1.0% | -1.0% |
| 1Y | +0.3% | -5.8% | +6.0% | +0.5% |
| 3Y | +325.8% | +30.9% | +294.9% | +269.9% |
| All | +489.1% | +93.3% | +395.8% | +361.5% |
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