+362.2%
HPQ vs MTSI
+1,308.1%
-945.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.2% | +1.5% |
| 7D | +6.9% | +1.4% | +5.6% | +6.6% |
| 30D | +14.4% | +2.1% | +12.4% | +13.1% |
| 3M | +25.6% | -29.7% | +55.3% | +32.8% |
| 6M | +75.0% | +12.5% | +62.5% | +64.4% |
| YTD | +50.7% | +57.0% | -6.3% | +30.2% |
| 1Y | +18.7% | +103.9% | -85.3% | -4.0% |
| 3Y | +21.5% | +223.6% | -202.0% | -13.8% |
| 5Y | +31.6% | +321.6% | -290.0% | -13.0% |
| 10Y | +216.1% | +517.7% | -301.7% | +69.9% |
| All | +362.2% | +1,308.1% | -945.9% | +111.3% |
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