-19.6%
MSFU vs GH
+169.0%
-188.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.2% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | +4.2% | -1.1% | +5.3% | +4.1% |
| 3M | +27.9% | +21.3% | +6.6% | +25.8% |
| 6M | +37.1% | +73.5% | -36.4% | +32.3% |
| YTD | -7.4% | +58.0% | -65.4% | -10.7% |
| 1Y | -19.6% | +163.1% | -182.7% | -16.7% |
| All | -19.6% | +169.0% | -188.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling