+36.2%
HPQ vs MAS
+32.0%
+4.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.4% |
| 7D | +6.9% | -0.8% | +7.7% | +7.3% |
| 30D | +14.4% | -5.6% | +20.0% | +17.4% |
| 3M | +25.6% | +4.4% | +21.2% | +21.1% |
| 6M | +75.0% | +7.2% | +67.8% | +64.1% |
| YTD | +50.7% | +16.1% | +34.6% | +34.2% |
| 1Y | +18.7% | +0.1% | +18.6% | +14.5% |
| 3Y | +21.5% | +28.3% | -6.8% | 0.0% |
| All | +36.2% | +32.0% | +4.2% | +5.7% |
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