+154.8%
HPQ vs MOS
+6.2%
+148.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | -1.3% |
| 7D | -0.6% | +19.7% | -20.3% | -5.9% |
| 30D | -6.5% | +21.5% | -28.0% | -12.0% |
| 3M | -5.1% | -0.4% | -4.7% | -5.9% |
| 6M | +27.3% | +4.5% | +22.8% | +23.6% |
| YTD | +31.7% | -2.9% | +34.6% | +28.7% |
| 1Y | +13.0% | -7.7% | +20.7% | +11.8% |
| 3Y | +18.3% | -25.6% | +44.0% | +21.1% |
| 5Y | +7.4% | -31.2% | +38.5% | +6.0% |
| 10Y | +154.8% | +2.8% | +152.0% | +86.1% |
| All | +154.8% | +6.2% | +148.6% | +86.1% |
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