+71.2%
MSFU vs HBM
+570.6%
-499.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.5% | +7.8% | +1.6% |
| 7D | -6.9% | -3.7% | -3.2% | -6.4% |
| 30D | -5.1% | -3.7% | -1.5% | -4.8% |
| 3M | +44.6% | +8.0% | +36.6% | +41.1% |
| 6M | +32.8% | +15.8% | +17.0% | +26.6% |
| YTD | -10.1% | +34.4% | -44.4% | -17.6% |
| 1Y | -19.4% | +98.2% | -117.5% | -32.4% |
| 3Y | +26.2% | +476.6% | -450.4% | -18.2% |
| All | +71.2% | +570.6% | -499.4% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling