-19.4%
MSFU vs HRB
-8.2%
-11.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -6.9% | -12.2% | +5.2% | -5.1% |
| 30D | -5.1% | -3.0% | -2.2% | -4.6% |
| 3M | +44.6% | +21.7% | +22.9% | +35.9% |
| 6M | +32.8% | +52.3% | -19.5% | +19.4% |
| YTD | -10.1% | +6.5% | -16.5% | -22.6% |
| 1Y | -19.4% | -6.7% | -12.7% | -33.2% |
| All | -19.4% | -8.2% | -11.1% | -33.2% |
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