+26.5%
HPQ vs MSFU
+88.0%
-61.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +3.2% | -2.8% | +5.9% | +3.5% |
| 30D | -3.6% | -5.3% | +1.7% | -3.0% |
| 3M | -5.3% | +7.2% | -12.5% | -7.0% |
| 6M | +41.1% | +51.0% | -9.8% | +29.3% |
| YTD | +36.9% | -1.2% | +38.1% | +35.0% |
| 1Y | +23.5% | -10.3% | +33.8% | +24.4% |
| 3Y | +19.6% | +22.2% | -2.6% | +3.9% |
| All | +26.5% | +88.0% | -61.5% | -9.0% |
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