+14.3%
HPQ vs MTSI
+38.8%
-24.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.8% | -14.2% | -3.0% |
| 7D | -1.1% | -10.0% | +8.9% | -1.2% |
| 30D | -11.7% | -37.2% | +25.5% | -12.7% |
| 3M | +2.0% | -30.1% | +32.0% | +0.8% |
| 6M | +35.9% | -31.9% | +67.8% | +33.2% |
| YTD | +32.7% | +23.2% | +9.5% | +22.2% |
| 1Y | +14.3% | +26.4% | -12.1% | +4.5% |
| All | +14.3% | +38.8% | -24.5% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling