+18.7%
HPQ vs MOS
-17.5%
+36.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | +6.9% | +9.5% | -2.6% | +5.7% |
| 30D | +14.4% | +10.4% | +4.0% | +13.0% |
| 3M | +25.6% | +12.9% | +12.7% | +23.5% |
| 6M | +75.0% | +1.2% | +73.8% | +73.5% |
| YTD | +50.7% | +9.3% | +41.4% | +48.4% |
| 1Y | +18.7% | -18.0% | +36.6% | +23.0% |
| All | +18.7% | -17.5% | +36.1% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling