+18.7%
HPQ vs MSTU
-92.8%
+111.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.3% |
| 7D | +6.9% | +21.3% | -14.4% | +6.2% |
| 30D | +14.4% | +90.8% | -76.4% | +11.1% |
| 3M | +25.6% | -6.8% | +32.4% | +24.9% |
| 6M | +75.0% | -39.8% | +114.9% | +75.1% |
| YTD | +50.7% | -55.7% | +106.4% | +49.5% |
| 1Y | +18.7% | -92.7% | +111.3% | +36.7% |
| All | +18.7% | -92.8% | +111.4% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling