+93.3%
MSFU vs HDB
-14.7%
+108.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.6% | -2.4% |
| 7D | +2.5% | +13.3% | -10.9% | -1.4% |
| 30D | -1.3% | +13.6% | -14.8% | -5.2% |
| 3M | +8.6% | +5.8% | +2.9% | +6.5% |
| 6M | +48.4% | -1.9% | +50.3% | +48.0% |
| YTD | +1.6% | -31.2% | +32.8% | +12.9% |
| 1Y | -5.8% | -29.6% | +23.8% | +3.8% |
| 3Y | +30.9% | -10.1% | +41.0% | +27.7% |
| All | +93.3% | -14.7% | +108.0% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling