+123.5%
HPE vs MSFU
-12.2%
+135.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.8% | +9.6% | +5.3% |
| 7D | +0.3% | -12.7% | +13.0% | +1.8% |
| 30D | -28.6% | -9.0% | -19.6% | -27.8% |
| 3M | -7.4% | +2.9% | -10.3% | -7.3% |
| 6M | +63.7% | +43.5% | +20.1% | +59.9% |
| YTD | +111.7% | -2.4% | +114.1% | +106.1% |
| 1Y | +123.5% | -13.5% | +137.0% | +124.2% |
| All | +123.5% | -12.2% | +135.7% | +124.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling