+72.2%
MSFU vs USHY
+37.2%
+35.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.2% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | +35.3% | +1.2% | +34.1% | +31.2% |
| 6M | +31.6% | +2.6% | +29.0% | +22.8% |
| YTD | -9.5% | +2.4% | -12.0% | -15.1% |
| 1Y | -18.4% | +4.2% | -22.7% | -27.1% |
| 3Y | +26.9% | +28.0% | -1.1% | -31.5% |
| All | +72.2% | +37.2% | +35.1% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling