+87.3%
MSFU vs HTZ
-91.4%
+178.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +1.2% |
| 7D | -4.9% | -14.0% | +9.0% | -4.1% |
| 30D | -9.1% | -19.8% | +10.7% | -7.9% |
| 3M | +8.7% | -45.0% | +53.7% | +12.1% |
| 6M | +48.3% | -73.2% | +121.5% | +57.7% |
| YTD | -1.6% | -70.0% | +68.4% | +3.1% |
| 1Y | -13.6% | -75.7% | +62.1% | -8.3% |
| 3Y | +20.2% | -82.1% | +102.3% | +29.3% |
| All | +87.3% | -91.4% | +178.7% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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