+8.7%
HPQ vs MAS
+39.2%
-30.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.5% |
| 7D | -1.1% | +2.0% | -3.1% | -2.0% |
| 30D | -11.7% | +19.4% | -31.1% | -18.7% |
| 3M | +2.0% | +9.4% | -7.4% | -2.5% |
| 6M | +35.9% | +15.3% | +20.5% | +24.6% |
| YTD | +32.7% | +31.3% | +1.4% | +11.3% |
| 1Y | +14.3% | +34.9% | -20.6% | -5.6% |
| 3Y | +17.8% | +58.6% | -40.8% | -13.2% |
| All | +8.7% | +39.2% | -30.4% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling