+13.1%
HPQ vs MAS
+39.9%
-26.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +3.2% | +3.0% | +0.2% | +1.7% |
| 30D | -3.6% | +22.4% | -26.0% | -12.3% |
| 3M | -5.3% | +14.5% | -19.8% | -11.3% |
| 6M | +41.1% | +27.1% | +14.0% | +23.4% |
| YTD | +36.9% | +35.8% | +1.1% | +12.9% |
| 1Y | +23.5% | +39.4% | -15.9% | +0.3% |
| 3Y | +19.6% | +60.3% | -40.7% | -12.3% |
| All | +13.1% | +39.9% | -26.8% | -10.2% |
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