+88.0%
MSFU vs HRB
+29.5%
+58.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -2.8% | -5.1% | +2.3% | -1.9% |
| 30D | -5.3% | +8.7% | -14.0% | -6.8% |
| 3M | +7.2% | -5.4% | +12.6% | +8.3% |
| 6M | +51.0% | +41.6% | +9.4% | +38.5% |
| YTD | -1.2% | +18.7% | -19.9% | -7.3% |
| 1Y | -10.3% | +16.4% | -26.8% | -15.6% |
| 3Y | +22.2% | +22.0% | +0.2% | +9.8% |
| All | +88.0% | +29.5% | +58.5% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling