+85.8%
MSFU vs HDB
-11.7%
+97.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -4.9% | -4.8% |
| 7D | -12.7% | +6.9% | -19.6% | -14.5% |
| 30D | -9.0% | +15.2% | -24.2% | -13.0% |
| 3M | +2.9% | +11.7% | -8.8% | -0.8% |
| 6M | +43.5% | +7.5% | +36.0% | +38.9% |
| YTD | -2.4% | -28.8% | +26.4% | +7.3% |
| 1Y | -13.5% | -29.1% | +15.6% | -4.8% |
| 3Y | +19.2% | -7.0% | +26.2% | +15.1% |
| All | +85.8% | -11.7% | +97.5% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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