-3.5%
MSFU vs HBM
+47.3%
-50.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.6% | +9.8% | +13.1% |
| 7D | +8.2% | -5.8% | +14.0% | +8.8% |
| 30D | +10.2% | -18.5% | +28.7% | +12.1% |
| 3M | +22.9% | -10.3% | +33.2% | +23.6% |
| 6M | +63.2% | +2.1% | +61.1% | +62.5% |
| YTD | +11.7% | +12.0% | -0.3% | +9.7% |
| 1Y | -3.5% | +49.8% | -53.3% | -9.2% |
| All | -3.5% | +47.3% | -50.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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