-4.6%
HD vs MTSI
+59.5%
-64.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.5% |
| 7D | +11.9% | -10.7% | +22.6% | +11.6% |
| 30D | +26.4% | -29.0% | +55.4% | +26.1% |
| 3M | +2.8% | -14.7% | +17.5% | +2.3% |
| 6M | +15.5% | -20.1% | +35.6% | +14.2% |
| YTD | +5.5% | +36.1% | -30.6% | +3.9% |
| 1Y | -4.6% | +61.7% | -66.3% | -5.8% |
| All | -4.6% | +59.5% | -64.1% | -5.8% |
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