+76.3%
MSFU vs GH
+215.1%
-138.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.5% |
| 6M | +37.1% | +73.5% | -36.4% | +24.4% |
| YTD | -7.4% | +58.0% | -65.4% | -14.9% |
| 1Y | -19.6% | +163.1% | -182.7% | -32.9% |
| 3Y | +33.2% | +361.0% | -327.8% | -3.2% |
| All | +76.3% | +215.1% | -138.7% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling