+254.2%
HD vs MTSI
+448.7%
-194.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.7% | -3.4% |
| 7D | +4.3% | -10.0% | +14.3% | +5.4% |
| 30D | +20.2% | -37.2% | +57.4% | +27.4% |
| 3M | -1.0% | -30.1% | +29.0% | +2.4% |
| 6M | +7.9% | -31.9% | +39.8% | +10.5% |
| YTD | +2.0% | +23.2% | -21.2% | -6.6% |
| 1Y | -4.3% | +26.4% | -30.7% | -13.0% |
| 3Y | +25.9% | +186.2% | -160.2% | -4.7% |
| 5Y | +5.8% | +187.0% | -181.2% | -21.7% |
| All | +254.2% | +448.7% | -194.5% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling