+30.2%
MSFU vs HDB
-24.6%
+54.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.7% | -4.1% |
| 7D | -5.7% | +0.4% | -6.1% | -5.8% |
| 30D | +4.2% | -2.8% | +7.0% | +4.8% |
| 3M | +27.9% | -3.5% | +31.4% | +28.2% |
| 6M | +37.1% | -24.7% | +61.8% | +45.1% |
| YTD | -7.4% | -36.6% | +29.2% | +1.6% |
| 1Y | -19.6% | -34.4% | +14.8% | -12.5% |
| All | +30.2% | -24.6% | +54.7% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling