+28.3%
HD vs MTSI
+153.8%
-125.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -18.4% | +16.8% | -0.6% |
| 7D | +6.4% | -24.6% | +31.0% | +7.8% |
| 30D | +22.1% | -45.7% | +67.8% | +26.3% |
| 3M | -0.2% | -27.7% | +27.6% | +0.5% |
| 6M | +12.6% | -37.3% | +49.9% | +13.8% |
| YTD | +3.9% | +11.1% | -7.2% | -2.7% |
| 1Y | -3.7% | +27.2% | -30.9% | -11.8% |
| All | +28.3% | +153.8% | -125.5% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling