-13.7%
HAL vs MTSI
+181.3%
-195.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.1% | -1.8% |
| 7D | -12.0% | -10.0% | -2.0% | -10.9% |
| 30D | +0.3% | -37.2% | +37.5% | +6.6% |
| 3M | -1.6% | -30.1% | +28.4% | +2.3% |
| 6M | -20.5% | -31.9% | +11.4% | -18.2% |
| YTD | +14.2% | +23.2% | -9.0% | +1.5% |
| 1Y | +18.9% | +26.4% | -7.5% | +4.5% |
| 3Y | -13.7% | +186.2% | -199.9% | -43.0% |
| All | -13.7% | +181.3% | -195.0% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling