+30.9%
MSFU vs HDB
-11.1%
+42.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.6% | -2.3% |
| 7D | +2.5% | +13.3% | -10.9% | -0.4% |
| 30D | -1.3% | +13.6% | -14.8% | -4.1% |
| 3M | +8.6% | +5.8% | +2.9% | +7.0% |
| 6M | +48.4% | -1.9% | +50.3% | +47.8% |
| YTD | +1.6% | -31.2% | +32.8% | +7.9% |
| 1Y | -5.8% | -29.6% | +23.8% | -0.4% |
| 3Y | +30.9% | -10.1% | +41.0% | +37.7% |
| All | +30.9% | -11.1% | +42.0% | +37.7% |
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