+323.1%
HPE vs MSFU
+85.8%
+237.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.8% | +9.6% | +6.0% |
| 7D | +0.3% | -12.7% | +13.0% | +3.7% |
| 30D | -28.6% | -9.0% | -19.6% | -27.0% |
| 3M | -7.4% | +2.9% | -10.3% | -8.5% |
| 6M | +63.7% | +43.5% | +20.1% | +46.2% |
| YTD | +111.7% | -2.4% | +114.1% | +107.1% |
| 1Y | +123.5% | -13.5% | +137.0% | +127.1% |
| 3Y | +238.7% | +19.2% | +219.5% | +193.3% |
| All | +323.1% | +85.8% | +237.3% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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