+105.3%
HAL vs MTSI
+320.9%
-215.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.3% |
| 7D | +2.9% | +1.4% | +1.5% | +2.6% |
| 30D | +17.0% | +2.1% | +15.0% | +15.7% |
| 3M | -9.7% | -29.7% | +20.1% | -4.0% |
| 6M | +8.6% | +12.5% | -3.9% | +1.7% |
| YTD | +33.0% | +57.0% | -24.0% | +13.2% |
| 1Y | +68.3% | +103.9% | -35.6% | +31.9% |
| 3Y | +0.1% | +223.6% | -223.5% | -34.5% |
| All | +105.3% | +320.9% | -215.6% | +17.5% |
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