+72.2%
MSFU vs GH
+214.2%
-142.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.3% |
| 7D | -3.2% | -2.1% | -1.1% | -2.9% |
| 30D | -3.1% | -4.5% | +1.3% | -2.6% |
| 3M | +35.3% | +28.9% | +6.4% | +29.4% |
| 6M | +31.6% | +76.5% | -44.9% | +19.0% |
| YTD | -9.5% | +57.6% | -67.1% | -16.8% |
| 1Y | -18.4% | +167.5% | -186.0% | -32.1% |
| 3Y | +26.9% | +377.4% | -350.5% | -8.4% |
| All | +72.2% | +214.2% | -142.0% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling