+151.9%
HPQ vs MSI
+663.2%
-511.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -1.9% | +2.6% | -4.5% | -3.2% |
| 30D | -5.7% | +18.1% | -23.8% | -13.3% |
| 3M | -0.4% | +13.2% | -13.6% | -6.6% |
| 6M | +40.0% | +36.3% | +3.7% | +19.0% |
| YTD | +34.6% | +39.5% | -4.9% | +10.6% |
| 1Y | +20.4% | +36.9% | -16.5% | -0.2% |
| 3Y | +18.3% | +76.1% | -57.8% | -17.6% |
| 5Y | +9.6% | +123.7% | -114.1% | -34.9% |
| All | +151.9% | +663.2% | -511.3% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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