+221.7%
HPE vs MSTU
-86.5%
+308.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -8.6% | +16.4% | +8.5% |
| 7D | +10.1% | +16.1% | -6.0% | +8.3% |
| 30D | +5.3% | +68.7% | -63.4% | -0.7% |
| 3M | +12.7% | -11.0% | +23.7% | +10.7% |
| 6M | +167.7% | -33.4% | +201.0% | +163.6% |
| YTD | +135.5% | -59.5% | +195.0% | +135.3% |
| 1Y | +143.4% | -93.4% | +236.7% | +185.2% |
| All | +221.7% | -86.5% | +308.1% | +236.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling