+35.7%
MSFU vs GH
+567.5%
-531.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.2% | +0.2% | +4.7% |
| 7D | +14.6% | -7.0% | +21.6% | +15.7% |
| 30D | +2.1% | -5.2% | +7.3% | +2.8% |
| 3M | +14.7% | -5.8% | +20.4% | +15.2% |
| 6M | +55.7% | +65.9% | -10.3% | +44.8% |
| YTD | +7.1% | +55.5% | -48.4% | 0.0% |
| 1Y | -0.5% | +64.2% | -64.7% | -7.8% |
| 3Y | +35.7% | +606.0% | -570.3% | +2.9% |
| All | +35.7% | +567.5% | -531.7% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling