+72.2%
MSFU vs HRB
+18.8%
+53.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.1% | -1.1% |
| 7D | -3.2% | -9.1% | +5.9% | -1.4% |
| 30D | -3.1% | +0.3% | -3.4% | -3.4% |
| 3M | +35.3% | +23.4% | +11.9% | +27.6% |
| 6M | +31.6% | +45.1% | -13.5% | +19.3% |
| YTD | -9.5% | +8.9% | -18.4% | -13.6% |
| 1Y | -18.4% | -7.9% | -10.5% | -19.8% |
| 3Y | +26.9% | +27.9% | -1.0% | +10.8% |
| All | +72.2% | +18.8% | +53.4% | +60.8% |
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