+32.3%
HYG vs MSFU
+73.2%
-40.8%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | -0.7% | +0.5% | -1.2% | -0.8% |
| 3M | -0.2% | +51.9% | -52.1% | -2.8% |
| 6M | +1.4% | +35.0% | -33.5% | -0.9% |
| YTD | +1.5% | -9.0% | +10.5% | +1.6% |
| 1Y | +2.9% | -18.8% | +21.7% | +3.7% |
| 3Y | +25.6% | +25.5% | +0.1% | +18.9% |
| All | +32.3% | +73.2% | -40.8% | +19.6% |
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 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