+33.0%
JHX vs MSFU
+72.2%
-39.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | +4.5% | -3.2% | +7.7% | +5.1% |
| 30D | -1.2% | -3.1% | +1.9% | -0.7% |
| 3M | +32.8% | +35.3% | -2.5% | +23.4% |
| 6M | +41.2% | +31.6% | +9.6% | +30.3% |
| YTD | +43.9% | -9.5% | +53.4% | +44.1% |
| 1Y | +48.0% | -18.4% | +66.5% | +51.6% |
| 3Y | +1.2% | +26.9% | -25.7% | -16.7% |
| All | +33.0% | +72.2% | -39.2% | -4.2% |
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