+20.0%
HPQ vs MSTU
-93.8%
+113.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.4% | +10.4% | +5.1% |
| 7D | +2.2% | +12.9% | -10.7% | +1.7% |
| 30D | +9.7% | +68.3% | -58.6% | +6.9% |
| 3M | +32.7% | +0.4% | +32.4% | +31.4% |
| 6M | +77.7% | -41.5% | +119.2% | +77.5% |
| YTD | +51.0% | -61.7% | +112.7% | +50.4% |
| All | +20.0% | -93.8% | +113.8% | +38.6% |
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