-5.3%
JHX vs MSFU
+24.6%
-29.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -4.9% | -6.9% | +2.1% | -3.8% |
| 30D | -9.3% | -5.1% | -4.2% | -8.6% |
| 3M | +28.1% | +44.6% | -16.6% | +19.9% |
| 6M | +35.2% | +32.8% | +2.4% | +27.0% |
| YTD | +35.9% | -10.1% | +45.9% | +36.9% |
| 1Y | +42.5% | -19.4% | +61.9% | +46.8% |
| All | -5.3% | +24.6% | -29.9% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling