+2,903.2%
HPQ vs MOS
+155.8%
+2,747.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.9% |
| 7D | +6.9% | +9.5% | -2.6% | +4.6% |
| 30D | +14.4% | +10.4% | +4.0% | +11.5% |
| 3M | +25.6% | +12.9% | +12.7% | +21.2% |
| 6M | +75.0% | +1.2% | +73.8% | +72.0% |
| YTD | +50.7% | +9.3% | +41.4% | +44.8% |
| 1Y | +18.7% | -18.0% | +36.6% | +21.6% |
| 3Y | +21.5% | -29.0% | +50.5% | +26.1% |
| 5Y | +31.6% | -9.6% | +41.2% | +24.2% |
| 10Y | +216.1% | +6.1% | +210.0% | +163.3% |
| All | +2,903.2% | +155.8% | +2,747.4% | +1,363.4% |
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 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