+3.7%
HPQ vs MSTZ
-99.1%
+102.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.5% | +1.3% |
| 7D | +3.5% | +24.8% | -21.3% | +4.3% |
| 30D | +13.7% | -59.2% | +72.9% | +10.6% |
| 3M | +33.9% | -56.9% | +90.7% | +31.8% |
| 6M | +80.9% | -57.6% | +138.5% | +79.5% |
| YTD | +52.6% | -73.6% | +126.2% | +51.1% |
| 1Y | +21.2% | -15.6% | +36.8% | +27.9% |
| All | +3.7% | -99.1% | +102.8% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling