+165.5%
HPQ vs MAS
+213.7%
-48.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.4% |
| 7D | -1.1% | +2.0% | -3.1% | -2.1% |
| 30D | -11.7% | +19.4% | -31.1% | -19.5% |
| 3M | +2.0% | +9.4% | -7.4% | -3.0% |
| 6M | +35.9% | +15.3% | +20.5% | +23.5% |
| YTD | +32.7% | +31.3% | +1.4% | +9.9% |
| 1Y | +14.3% | +34.9% | -20.6% | -6.8% |
| 3Y | +17.8% | +58.6% | -40.8% | -14.4% |
| 5Y | +7.6% | +40.7% | -33.1% | -18.2% |
| All | +165.5% | +213.7% | -48.1% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling