+489.7%
HPE vs MSI
+601.8%
-112.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.1% | -6.7% |
| 7D | +1.4% | -1.8% | +3.2% | +2.3% |
| 30D | +1.5% | -0.6% | +2.2% | +1.5% |
| 3M | +21.7% | +13.0% | +8.7% | +12.9% |
| 6M | +164.2% | +0.5% | +163.6% | +158.7% |
| YTD | +132.1% | +21.7% | +110.4% | +103.1% |
| 1Y | +130.6% | -2.6% | +133.3% | +128.1% |
| 3Y | +244.1% | +69.7% | +174.5% | +143.7% |
| 5Y | +340.8% | +102.8% | +238.0% | +175.3% |
| All | +489.7% | +601.8% | -112.1% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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