+157.1%
HPQ vs MAS
+217.4%
-60.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -3.2% | -1.8% | -1.4% | -2.4% |
| 30D | -3.0% | +23.6% | -26.6% | -13.2% |
| 3M | +0.6% | +12.4% | -11.8% | -5.8% |
| 6M | +36.6% | +21.9% | +14.7% | +20.5% |
| YTD | +35.0% | +36.1% | -1.1% | +9.6% |
| 1Y | +23.1% | +39.5% | -16.4% | -1.5% |
| 3Y | +18.6% | +59.1% | -40.5% | -13.8% |
| 5Y | +10.3% | +44.4% | -34.1% | -17.2% |
| 10Y | +157.1% | +217.0% | -59.9% | +22.8% |
| All | +157.1% | +217.4% | -60.3% | +22.8% |
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