-19.0%
MSFU vs HIG
+6.8%
-25.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.8% |
| 7D | -2.3% | -0.5% | -1.9% | -2.4% |
| 30D | -6.3% | -2.8% | -3.4% | -6.9% |
| 3M | +40.0% | +6.3% | +33.6% | +40.0% |
| 6M | +30.1% | -0.1% | +30.2% | +28.1% |
| YTD | -10.3% | +0.4% | -10.8% | -10.3% |
| 1Y | -19.0% | +6.2% | -25.3% | -16.2% |
| All | -19.0% | +6.8% | -25.8% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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