+2,544.1%
HPQ vs MOS
+123.1%
+2,420.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.4% |
| 7D | -1.1% | +21.6% | -22.7% | -5.8% |
| 30D | -11.7% | +12.0% | -23.7% | -14.4% |
| 3M | +2.0% | -3.9% | +5.9% | +2.1% |
| 6M | +35.9% | -3.3% | +39.2% | +35.1% |
| YTD | +32.7% | -4.6% | +37.3% | +31.0% |
| 1Y | +14.3% | -7.0% | +21.3% | +13.2% |
| 3Y | +17.8% | -24.4% | +42.3% | +20.0% |
| 5Y | +7.6% | -32.1% | +39.7% | +8.4% |
| 10Y | +171.7% | +10.3% | +161.4% | +124.0% |
| All | +2,544.1% | +123.1% | +2,420.9% | +1,223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling