+12.4%
HPQ vs MSTZ
-99.1%
+111.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -3.8% | +12.2% | +8.3% |
| 7D | +9.8% | +17.0% | -7.3% | +10.4% |
| 30D | +22.4% | -61.8% | +84.1% | +18.8% |
| 3M | +45.2% | -54.6% | +99.7% | +43.2% |
| 6M | +96.4% | -59.3% | +155.7% | +94.7% |
| YTD | +65.4% | -74.6% | +140.0% | +63.6% |
| 1Y | +31.6% | -18.8% | +50.4% | +38.6% |
| All | +12.4% | -99.1% | +111.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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