+2,903.2%
HPQ vs MSI
+4,035.2%
-1,132.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | +6.9% | -3.7% | +10.6% | +8.5% |
| 30D | +14.4% | +6.8% | +7.6% | +11.1% |
| 3M | +25.6% | +14.3% | +11.3% | +18.8% |
| 6M | +75.0% | -1.6% | +76.6% | +74.0% |
| YTD | +50.7% | +22.8% | +27.9% | +36.7% |
| 1Y | +18.7% | -1.1% | +19.8% | +17.0% |
| 3Y | +21.5% | +70.5% | -49.0% | -4.7% |
| 5Y | +31.6% | +102.8% | -71.2% | -4.2% |
| 10Y | +216.1% | +597.4% | -381.4% | +41.2% |
| All | +2,903.2% | +4,035.2% | -1,132.0% | +258.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling