+336.7%
HPE vs MSFU
+76.3%
+260.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.2% | -0.3% | -3.5% |
| 7D | -0.6% | -5.7% | +5.1% | +0.8% |
| 30D | -2.3% | +4.2% | -6.5% | -3.5% |
| 3M | -2.9% | +27.9% | -30.8% | -9.6% |
| 6M | +143.6% | +37.1% | +106.4% | +118.4% |
| YTD | +118.5% | -7.4% | +125.9% | +117.2% |
| 1Y | +129.2% | -19.6% | +148.8% | +137.6% |
| 3Y | +212.5% | +33.2% | +179.3% | +161.4% |
| All | +336.7% | +76.3% | +260.3% | +230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling