+95.0%
MSFU vs HRB
+32.0%
+63.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.4% | -4.3% |
| 7D | +4.0% | -4.0% | +8.1% | +4.9% |
| 30D | -2.3% | +15.8% | -18.1% | -5.0% |
| 3M | +7.1% | +12.0% | -4.9% | +4.5% |
| 6M | +48.9% | +40.7% | +8.2% | +36.8% |
| YTD | +2.4% | +21.0% | -18.5% | -4.2% |
| 1Y | -8.1% | +11.7% | -19.7% | -12.8% |
| 3Y | +25.2% | +25.0% | +0.2% | +11.9% |
| All | +95.0% | +32.0% | +63.0% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling