+10.3%
HPQ vs MSI
+127.9%
-117.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | -3.2% | +7.7% | -10.9% | -6.1% |
| 30D | -3.0% | +19.9% | -23.0% | -9.7% |
| 3M | +0.6% | +14.9% | -14.3% | -4.9% |
| 6M | +36.6% | +37.2% | -0.7% | +19.8% |
| YTD | +35.0% | +40.8% | -5.8% | +14.3% |
| 1Y | +23.1% | +38.1% | -15.1% | +5.2% |
| 3Y | +18.6% | +77.7% | -59.1% | -15.8% |
| 5Y | +10.3% | +129.0% | -118.7% | -35.5% |
| All | +10.3% | +127.9% | -117.6% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling