-2.2%
HPQ vs MSTZ
-99.2%
+97.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.2% | -12.7% | -4.2% |
| 7D | -0.5% | -25.4% | +24.9% | -1.2% |
| 30D | +3.7% | -60.9% | +64.6% | +0.9% |
| 3M | +24.3% | -54.2% | +78.5% | +22.8% |
| 6M | +64.8% | -65.0% | +129.7% | +62.3% |
| YTD | +43.9% | -76.5% | +120.4% | +42.0% |
| 1Y | +11.7% | -23.4% | +35.0% | +17.4% |
| All | -2.2% | -99.2% | +97.0% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling