+76.3%
MSFU vs HTZ
-87.2%
+163.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.2% |
| 7D | -5.7% | +7.5% | -13.2% | -6.1% |
| 30D | +4.2% | +47.4% | -43.3% | +1.1% |
| 3M | +27.9% | -54.9% | +82.8% | +32.3% |
| 6M | +37.1% | -47.0% | +84.1% | +39.2% |
| YTD | -7.4% | -55.3% | +47.9% | -5.0% |
| 1Y | -19.6% | -57.6% | +38.0% | -18.0% |
| 3Y | +33.2% | -86.6% | +119.8% | +82.7% |
| All | +76.3% | -87.2% | +163.5% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling