+71.2%
MSFU vs HUBB
+130.1%
-58.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -6.9% | -1.7% | -5.3% | -6.4% |
| 30D | -5.1% | -12.7% | +7.5% | -0.4% |
| 3M | +44.6% | -2.9% | +47.6% | +43.3% |
| 6M | +32.8% | -4.8% | +37.6% | +31.2% |
| YTD | -10.1% | +2.8% | -12.8% | -15.5% |
| 1Y | -19.4% | +3.5% | -22.9% | -24.9% |
| 3Y | +26.2% | +43.5% | -17.4% | -2.3% |
| All | +71.2% | +130.1% | -58.8% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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