-3.5%
MSFU vs HRB
+16.9%
-20.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.4% | +9.1% | +12.8% |
| 7D | +8.2% | +16.0% | -7.9% | +5.9% |
| 30D | +10.2% | +32.1% | -21.9% | +5.4% |
| 3M | +22.9% | +21.5% | +1.4% | +19.3% |
| 6M | +63.2% | +82.1% | -18.9% | +41.6% |
| YTD | +11.7% | +31.6% | -19.9% | -8.4% |
| 1Y | -3.5% | +15.9% | -19.4% | -26.4% |
| All | -3.5% | +16.9% | -20.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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