+85.8%
MSFU vs GH
+202.1%
-116.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.7% |
| 7D | -12.7% | -8.2% | -4.5% | -11.4% |
| 30D | -9.0% | -4.9% | -4.1% | -8.2% |
| 3M | +2.9% | -6.2% | +9.2% | +3.6% |
| 6M | +43.5% | +60.0% | -16.5% | +32.1% |
| YTD | -2.4% | +51.5% | -54.0% | -9.9% |
| 1Y | -13.5% | +58.4% | -71.9% | -20.8% |
| 3Y | +19.2% | +617.2% | -598.0% | -21.3% |
| All | +85.8% | +202.1% | -116.4% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling