+116.4%
HPE vs MSTU
-88.0%
+204.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +10.3% | -16.0% | -6.3% |
| 7D | -17.0% | -4.8% | -12.1% | -16.8% |
| 30D | -26.7% | -29.6% | +2.8% | -25.5% |
| 3M | -4.1% | +69.4% | -73.5% | -8.9% |
| 6M | +75.4% | -62.2% | +137.7% | +81.6% |
| YTD | +111.0% | -61.1% | +172.1% | +107.3% |
| 1Y | +116.4% | -87.2% | +203.6% | +132.8% |
| All | +116.4% | -88.0% | +204.4% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling