+42.5%
HAL vs MTSI
+153.3%
-110.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -18.4% | +15.1% | +0.2% |
| 7D | -11.1% | -24.6% | +13.5% | -6.6% |
| 30D | -2.4% | -45.7% | +43.3% | +8.6% |
| 3M | +0.8% | -27.7% | +28.5% | +4.8% |
| 6M | -22.8% | -37.3% | +14.5% | -18.8% |
| YTD | +14.5% | +11.1% | +3.4% | +2.6% |
| 1Y | +20.2% | +27.2% | -7.0% | +3.0% |
| 3Y | -15.2% | +153.7% | -168.8% | -43.2% |
| 5Y | +42.5% | +159.0% | -116.4% | -11.3% |
| All | +42.5% | +153.3% | -110.8% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling