+151.9%
HPQ vs MTSI
+498.4%
-346.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.1% |
| 7D | -1.9% | +29.1% | -31.0% | -7.3% |
| 30D | -5.7% | -20.4% | +14.7% | -2.6% |
| 3M | -0.4% | -20.9% | +20.5% | +2.0% |
| 6M | +40.0% | -32.3% | +72.3% | +45.2% |
| YTD | +34.6% | +43.5% | -8.9% | +14.4% |
| 1Y | +20.4% | +43.8% | -23.4% | +2.2% |
| 3Y | +18.3% | +218.8% | -200.4% | -20.3% |
| 5Y | +9.6% | +228.3% | -218.7% | -28.4% |
| All | +151.9% | +498.4% | -346.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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