+93.3%
MSFU vs HTZ
-90.9%
+184.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.4% | +6.5% | -1.3% |
| 7D | +2.5% | -14.6% | +17.0% | +3.6% |
| 30D | -1.3% | -20.8% | +19.5% | +0.1% |
| 3M | +8.6% | -18.8% | +27.5% | +9.3% |
| 6M | +48.4% | -74.7% | +123.1% | +58.4% |
| YTD | +1.6% | -68.1% | +69.7% | +6.1% |
| 1Y | -5.8% | -73.5% | +67.7% | -0.6% |
| 3Y | +30.9% | -81.8% | +112.8% | +42.9% |
| All | +93.3% | -90.9% | +184.2% | +168.6% |
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