+35.7%
MSFU vs HBM
+424.7%
-389.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.0% | -3.5% | +3.8% |
| 7D | +14.6% | +5.0% | +9.6% | +13.7% |
| 30D | +2.1% | -12.7% | +14.9% | +4.4% |
| 3M | +14.7% | -17.4% | +32.1% | +17.8% |
| 6M | +55.7% | -8.9% | +64.5% | +55.7% |
| YTD | +7.1% | +14.9% | -7.8% | +0.3% |
| 1Y | -0.5% | +41.4% | -41.9% | -11.3% |
| 3Y | +35.7% | +462.1% | -426.4% | -6.7% |
| All | +35.7% | +424.7% | -389.0% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling