+249.2%
HPE vs MSI
+69.3%
+179.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.8% | +8.0% |
| 7D | +10.1% | -5.8% | +15.9% | +11.7% |
| 30D | +5.3% | -1.0% | +6.3% | +5.4% |
| 3M | +12.7% | +14.2% | -1.5% | +7.7% |
| 6M | +167.7% | +1.0% | +166.6% | +166.2% |
| YTD | +135.5% | +21.5% | +114.0% | +115.2% |
| 1Y | +143.4% | -2.1% | +145.5% | +146.4% |
| 3Y | +249.2% | +69.3% | +179.8% | +174.3% |
| All | +249.2% | +69.3% | +179.9% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling