-13.6%
MSFU vs HDB
-29.3%
+15.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -4.9% | +4.1% | -9.0% | -6.0% |
| 30D | -9.1% | +13.0% | -22.0% | -12.1% |
| 3M | +8.7% | +11.3% | -2.6% | +5.3% |
| 6M | +48.3% | +6.9% | +41.3% | +43.1% |
| YTD | -1.6% | -29.6% | +28.0% | -3.6% |
| 1Y | -13.6% | -29.5% | +15.9% | -15.4% |
| All | -13.6% | -29.3% | +15.7% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling