+2,540.4%
HPQ vs MSI
+4,571.4%
-2,031.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.5% | +7.4% | -6.9% | -2.3% |
| 30D | -5.9% | +18.7% | -24.6% | -12.1% |
| 3M | -3.7% | +14.5% | -18.2% | -8.8% |
| 6M | +28.1% | +38.1% | -10.0% | +12.2% |
| YTD | +32.5% | +38.7% | -6.2% | +14.5% |
| 1Y | +18.1% | +35.4% | -17.3% | +3.0% |
| 3Y | +16.4% | +75.1% | -58.7% | -9.5% |
| 5Y | +8.9% | +126.4% | -117.5% | -24.0% |
| 10Y | +157.6% | +671.4% | -513.8% | +10.6% |
| All | +2,540.4% | +4,571.4% | -2,031.1% | +200.0% |
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