+2.4%
HPQ vs MSTU
-85.2%
+87.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.3% |
| 7D | +6.9% | +21.3% | -14.4% | +5.9% |
| 30D | +14.4% | +90.8% | -76.4% | +10.8% |
| 3M | +25.6% | -6.8% | +32.4% | +24.3% |
| 6M | +75.0% | -39.8% | +114.9% | +74.5% |
| YTD | +50.7% | -55.7% | +106.4% | +49.8% |
| 1Y | +18.7% | -92.7% | +111.3% | +27.1% |
| All | +2.4% | -85.2% | +87.6% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling