+41.3%
HAL vs MTSI
+1,308.1%
-1,266.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.4% |
| 7D | +2.9% | +1.4% | +1.5% | +2.6% |
| 30D | +17.0% | +2.1% | +15.0% | +15.6% |
| 3M | -9.7% | -29.7% | +20.1% | -3.7% |
| 6M | +8.6% | +12.5% | -3.9% | +2.0% |
| YTD | +33.0% | +57.0% | -24.0% | +14.1% |
| 1Y | +68.3% | +103.9% | -35.6% | +34.2% |
| 3Y | +0.1% | +223.6% | -223.5% | -31.2% |
| 5Y | +102.6% | +321.6% | -218.9% | +27.0% |
| 10Y | +3.8% | +517.7% | -513.9% | -49.1% |
| All | +41.3% | +1,308.1% | -1,266.9% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling