+70.7%
MSFU vs HRB
+16.9%
+53.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.3% | -10.6% | +8.3% | -0.2% |
| 30D | -6.3% | -0.8% | -5.4% | -6.3% |
| 3M | +40.0% | +19.1% | +20.9% | +33.0% |
| 6M | +30.1% | +48.7% | -18.6% | +17.4% |
| YTD | -10.3% | +7.1% | -17.4% | -14.1% |
| 1Y | -19.0% | -8.3% | -10.7% | -20.3% |
| 3Y | +25.8% | +25.8% | 0.0% | +10.2% |
| All | +70.7% | +16.9% | +53.8% | +59.9% |
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