+97.0%
MSFU vs HTZ
-90.0%
+187.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -20.8% | +13.4% | -6.1% |
| 7D | +1.0% | -7.7% | +8.8% | +1.6% |
| 30D | +0.6% | -13.1% | +13.7% | +1.4% |
| 3M | +16.4% | +14.7% | +1.6% | +14.4% |
| 6M | +53.0% | -70.6% | +123.6% | +61.8% |
| YTD | +3.5% | -65.2% | +68.7% | +7.5% |
| 1Y | -7.8% | -73.2% | +65.3% | -2.8% |
| 3Y | +35.6% | -80.8% | +116.4% | +48.9% |
| All | +97.0% | -90.0% | +187.0% | +172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling