+217.2%
HPQ vs MSI
+601.8%
-384.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.6% |
| 7D | +3.5% | -1.8% | +5.3% | +4.4% |
| 30D | +13.7% | -0.6% | +14.3% | +13.9% |
| 3M | +33.9% | +13.0% | +20.8% | +25.3% |
| 6M | +80.9% | +0.5% | +80.4% | +77.9% |
| YTD | +52.6% | +21.7% | +30.9% | +34.4% |
| 1Y | +21.2% | -2.6% | +23.9% | +20.3% |
| 3Y | +26.9% | +69.7% | -42.8% | -10.7% |
| 5Y | +41.1% | +102.8% | -61.6% | -12.2% |
| All | +217.2% | +601.8% | -384.6% | +9.8% |
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