-19.6%
MSFU vs USHY
+4.6%
-24.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.1% | -4.1% |
| 7D | -5.7% | -0.1% | -5.6% | -5.1% |
| 30D | +4.2% | +0.1% | +4.1% | +3.7% |
| 3M | +27.9% | +0.8% | +27.1% | +24.2% |
| 6M | +37.1% | +1.7% | +35.4% | +27.6% |
| YTD | -7.4% | +2.5% | -9.8% | -15.3% |
| 1Y | -19.6% | +4.4% | -24.0% | -30.7% |
| All | -19.6% | +4.6% | -24.2% | -30.7% |
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