+157.1%
HPQ vs MOS
-1.8%
+158.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -3.2% | +5.5% | -8.7% | -4.8% |
| 30D | -3.0% | +21.0% | -24.0% | -8.7% |
| 3M | +0.6% | -0.5% | +1.1% | -0.2% |
| 6M | +36.6% | +6.6% | +30.0% | +31.8% |
| YTD | +35.0% | -2.8% | +37.8% | +31.8% |
| 1Y | +23.1% | -8.1% | +31.1% | +21.9% |
| 3Y | +18.6% | -25.6% | +44.2% | +21.4% |
| 5Y | +10.3% | -29.8% | +40.1% | +8.2% |
| 10Y | +157.1% | +0.6% | +156.5% | +89.1% |
| All | +157.1% | -1.8% | +158.9% | +89.1% |
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