+26.9%
MSFU vs HUBB
+48.8%
-21.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | -3.2% | +4.8% | -8.0% | -4.7% |
| 30D | -3.1% | -9.3% | +6.2% | 0.0% |
| 3M | +35.3% | -3.9% | +39.2% | +34.5% |
| 6M | +31.6% | -0.8% | +32.4% | +27.6% |
| YTD | -9.5% | +5.6% | -15.1% | -16.1% |
| 1Y | -18.4% | +7.7% | -26.2% | -25.6% |
| 3Y | +26.9% | +47.5% | -20.5% | +0.7% |
| All | +26.9% | +48.8% | -21.9% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling