-13.5%
MSFU vs HBM
+31.3%
-44.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.7% | -4.7% |
| 7D | -12.7% | -1.3% | -11.4% | -12.5% |
| 30D | -9.0% | -14.8% | +5.8% | -7.6% |
| 3M | +2.9% | -20.7% | +23.6% | +4.8% |
| 6M | +43.5% | -13.9% | +57.5% | +45.4% |
| YTD | -2.4% | +10.6% | -13.0% | -4.2% |
| 1Y | -13.5% | +32.4% | -45.8% | -16.5% |
| All | -13.5% | +31.3% | -44.7% | -16.5% |
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