+33.0%
HPQ vs MSFU
+72.2%
-39.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.1% |
| 7D | -0.5% | -3.2% | +2.7% | 0.0% |
| 30D | +3.7% | -3.1% | +6.9% | +4.2% |
| 3M | +24.3% | +35.3% | -11.0% | +16.4% |
| 6M | +64.8% | +31.6% | +33.2% | +54.4% |
| YTD | +43.9% | -9.5% | +53.4% | +44.7% |
| 1Y | +11.7% | -18.4% | +30.1% | +14.6% |
| 3Y | +19.7% | +26.9% | -7.3% | +1.4% |
| All | +33.0% | +72.2% | -39.3% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 5y: compounded portfolio wealth divided by compounded MSFU 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…
5y analysis · Full analysis span regression · 6 months rolling