+114.4%
HPE vs MSTU
-90.4%
+204.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.0% | +1.3% | -3.4% |
| 7D | +7.9% | -25.8% | +33.7% | +10.0% |
| 30D | -23.5% | -43.9% | +20.4% | -20.7% |
| 3M | -19.1% | +2.9% | -22.0% | -20.2% |
| 6M | +51.4% | -75.5% | +126.9% | +61.2% |
| YTD | +103.4% | -76.7% | +180.2% | +106.2% |
| 1Y | +114.4% | -88.9% | +203.3% | +130.4% |
| All | +114.4% | -90.4% | +204.8% | +130.4% |
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