+22.4%
HPQ vs MAS
+29.0%
-6.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.6% |
| 7D | +6.9% | -0.8% | +7.7% | +7.2% |
| 30D | +14.4% | -5.6% | +20.0% | +16.8% |
| 3M | +25.6% | +4.4% | +21.2% | +21.9% |
| 6M | +75.0% | +7.2% | +67.8% | +66.0% |
| YTD | +50.7% | +16.1% | +34.6% | +36.1% |
| 1Y | +18.7% | +0.1% | +18.6% | +15.4% |
| All | +22.4% | +29.0% | -6.6% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling