+370.5%
HPE vs MSFU
+72.2%
+298.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.3% | +10.1% | +8.3% |
| 7D | +10.1% | -3.2% | +13.3% | +11.0% |
| 30D | +5.3% | -3.1% | +8.4% | +5.8% |
| 3M | +12.7% | +35.3% | -22.6% | +3.0% |
| 6M | +167.7% | +31.6% | +136.1% | +142.6% |
| YTD | +135.5% | -9.5% | +145.0% | +135.2% |
| 1Y | +143.4% | -18.4% | +161.8% | +150.5% |
| 3Y | +249.2% | +26.9% | +222.2% | +195.7% |
| All | +370.5% | +72.2% | +298.3% | +258.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling