+2.6%
HPQ vs MSTZ
-99.2%
+101.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.5% | -0.5% | +5.1% |
| 7D | +2.2% | -23.6% | +25.8% | +1.6% |
| 30D | +9.7% | -60.7% | +70.5% | +6.7% |
| 3M | +32.7% | -58.3% | +91.0% | +30.5% |
| 6M | +77.7% | -60.0% | +137.7% | +76.0% |
| YTD | +51.0% | -75.2% | +126.2% | +49.2% |
| 1Y | +18.4% | -19.9% | +38.3% | +24.7% |
| All | +2.6% | -99.2% | +101.7% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling