+18.9%
HAL vs MTSI
+38.8%
-19.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.1% | -0.7% |
| 7D | -12.0% | -10.0% | -2.0% | -11.6% |
| 30D | +0.3% | -37.2% | +37.5% | +1.5% |
| 3M | -1.6% | -30.1% | +28.4% | -0.6% |
| 6M | -20.5% | -31.9% | +11.4% | -18.9% |
| YTD | +14.2% | +23.2% | -9.0% | +16.9% |
| 1Y | +18.9% | +26.4% | -7.5% | +21.4% |
| All | +18.9% | +38.8% | -19.9% | +21.4% |
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