+314.0%
HPQ vs MTSI
+1,208.2%
-894.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.3% | -8.4% | -0.1% |
| 7D | -3.2% | +7.2% | -10.4% | -5.2% |
| 30D | -3.0% | -18.4% | +15.4% | -0.5% |
| 3M | +0.6% | -16.7% | +17.3% | +1.8% |
| 6M | +36.6% | -31.7% | +68.3% | +41.2% |
| YTD | +35.0% | +45.9% | -10.9% | +15.9% |
| 1Y | +23.1% | +47.0% | -23.9% | +5.4% |
| 3Y | +18.6% | +224.1% | -205.4% | -17.5% |
| 5Y | +10.3% | +238.5% | -228.2% | -25.4% |
| 10Y | +157.1% | +512.7% | -355.6% | +36.0% |
| All | +314.0% | +1,208.2% | -894.1% | +88.2% |
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