+157.6%
HPQ vs MOS
+3.2%
+154.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +0.5% | +24.8% | -24.3% | -6.0% |
| 30D | -5.9% | +22.7% | -28.6% | -11.8% |
| 3M | -3.7% | -1.2% | -2.5% | -4.3% |
| 6M | +28.1% | +5.5% | +22.5% | +24.0% |
| YTD | +32.5% | -2.0% | +34.4% | +29.1% |
| 1Y | +18.1% | -7.9% | +26.0% | +17.0% |
| 3Y | +16.4% | -25.0% | +41.4% | +18.9% |
| 5Y | +8.9% | -27.7% | +36.6% | +5.8% |
| 10Y | +157.6% | -1.6% | +159.2% | +89.4% |
| All | +157.6% | +3.2% | +154.4% | +89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling