-3.5%
MSFU vs USHY
+1.9%
-5.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.7% | +12.8% | +10.4% |
| 7D | +8.2% | -0.2% | +8.4% | +9.2% |
| 30D | +10.2% | +0.7% | +9.5% | +7.6% |
| 3M | +22.9% | -2.2% | +25.1% | +34.5% |
| 6M | +63.2% | -0.9% | +64.0% | +70.4% |
| YTD | +11.7% | +0.2% | +11.6% | +12.2% |
| 1Y | -3.5% | +1.7% | -5.2% | -8.2% |
| All | -3.5% | +1.9% | -5.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling