+103.9%
MSFU vs HTZ
-90.9%
+194.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.5% |
| 7D | +14.6% | -16.4% | +31.0% | +16.0% |
| 30D | +2.1% | -15.1% | +17.2% | +3.1% |
| 3M | +14.7% | -28.2% | +42.9% | +16.3% |
| 6M | +55.7% | -73.1% | +128.7% | +65.5% |
| YTD | +7.1% | -68.3% | +75.4% | +11.9% |
| 1Y | -0.5% | -75.2% | +74.7% | +5.5% |
| 3Y | +35.7% | -81.1% | +116.9% | +46.0% |
| All | +103.9% | -90.9% | +194.8% | +183.3% |
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