+223.1%
HPE vs MSFU
+29.5%
+193.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.2% | +1.8% |
| 7D | -9.7% | +4.0% | -13.8% | -10.7% |
| 30D | -34.8% | -2.3% | -32.4% | -34.4% |
| 3M | -12.1% | +7.1% | -19.2% | -13.7% |
| 6M | +53.7% | +48.9% | +4.8% | +37.9% |
| YTD | +101.9% | +2.4% | +99.5% | +98.1% |
| 1Y | +104.3% | -8.1% | +112.4% | +108.0% |
| 3Y | +223.1% | +25.2% | +197.9% | +194.7% |
| All | +223.1% | +29.5% | +193.6% | +194.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling