+85.8%
MSFU vs HTZ
-90.9%
+176.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +9.3% | -14.1% | -5.3% |
| 7D | -12.7% | -27.4% | +14.8% | -11.0% |
| 30D | -9.0% | -11.4% | +2.4% | -8.3% |
| 3M | +2.9% | -33.1% | +36.0% | +4.9% |
| 6M | +43.5% | -73.5% | +117.0% | +52.7% |
| YTD | -2.4% | -68.1% | +65.7% | +1.9% |
| 1Y | -13.5% | -74.3% | +60.8% | -8.5% |
| 3Y | +19.2% | -80.9% | +100.1% | +27.8% |
| All | +85.8% | -90.9% | +176.6% | +157.9% |
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