+306.9%
HPQ vs MTSI
+1,004.6%
-697.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.8% | -14.2% | -5.5% |
| 7D | -1.1% | -10.0% | +8.9% | +0.3% |
| 30D | -11.7% | -37.2% | +25.5% | -4.5% |
| 3M | +2.0% | -30.1% | +32.0% | +7.0% |
| 6M | +35.9% | -31.9% | +67.8% | +39.9% |
| YTD | +32.7% | +23.2% | +9.5% | +18.0% |
| 1Y | +14.3% | +26.4% | -12.1% | +0.9% |
| 3Y | +17.8% | +186.2% | -168.3% | -16.0% |
| 5Y | +7.6% | +187.0% | -179.5% | -24.8% |
| 10Y | +171.7% | +460.4% | -288.7% | +46.8% |
| All | +306.9% | +1,004.6% | -697.7% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling