+22.2%
MSFU vs USHY
+25.4%
-3.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.8% |
| 7D | -2.8% | -0.4% | -2.3% | -1.1% |
| 30D | -5.3% | +0.6% | -5.9% | -6.9% |
| 3M | +7.2% | -2.0% | +9.2% | +16.5% |
| 6M | +51.0% | -0.5% | +51.5% | +55.8% |
| YTD | -1.2% | +0.6% | -1.8% | -2.1% |
| 1Y | -10.3% | +2.1% | -12.5% | -16.0% |
| 3Y | +22.2% | +25.3% | -3.1% | -22.2% |
| All | +22.2% | +25.4% | -3.2% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling