+3.7%
HPQ vs MSTU
-88.1%
+91.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.8% | +7.8% | +1.3% |
| 7D | +3.5% | -22.0% | +25.5% | +4.4% |
| 30D | +13.7% | +60.3% | -46.6% | +10.7% |
| 3M | +33.9% | -3.7% | +37.6% | +32.2% |
| 6M | +80.9% | -45.2% | +126.1% | +80.8% |
| YTD | +52.6% | -64.3% | +116.9% | +52.8% |
| 1Y | +21.2% | -94.0% | +115.3% | +30.8% |
| All | +3.7% | -88.1% | +91.7% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling