-4.3%
HD vs MTSI
+38.8%
-43.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.7% | -1.6% |
| 7D | +4.3% | -10.0% | +14.3% | +4.2% |
| 30D | +20.2% | -37.2% | +57.4% | +20.0% |
| 3M | -1.0% | -30.1% | +29.0% | -1.3% |
| 6M | +7.9% | -31.9% | +39.8% | +6.9% |
| YTD | +2.0% | +23.2% | -21.2% | -1.8% |
| 1Y | -4.3% | +26.4% | -30.7% | -8.4% |
| All | -4.3% | +38.8% | -43.1% | -8.4% |
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 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