MPU-6050: Rotation offset error and correction

Dear InvenSense,

I'musing MPU-6050 obtaining orientation quaternion using 9dof implementation.
I'm using HMC5883L. Using the software I did notice a strange behavior.

If I set a zero horizontal position for the device and then I rotate the device for three full counterclockwise rotations (3 x 360 degrees) device lost zero position of about 5 degrees. Then rotating for other 3 full clockwise rotations (3 x 360 degrees) , error get corrected and original zero position is restored.

It looks like gyroscope is not calibrated.

How could I fix this?
Where do I have to investigate in order to correctly figure out this problem?

Thanks for any suggestion.
Paolo