+73.2%
MSFU vs MOH
-39.7%
+112.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +1.2% |
| 7D | -1.8% | +1.7% | -3.5% | -1.8% |
| 30D | +0.5% | -0.9% | +1.4% | +0.5% |
| 3M | +51.9% | +5.7% | +46.1% | +52.3% |
| 6M | +35.0% | +39.1% | -4.2% | +35.7% |
| YTD | -9.0% | +17.7% | -26.7% | -8.5% |
| 1Y | -18.8% | +8.4% | -27.2% | -18.1% |
| 3Y | +25.5% | -36.6% | +62.1% | +29.8% |
| All | +73.2% | -39.7% | +112.9% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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