+10.8%
HD vs MTSI
+320.9%
-310.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.5% | +0.4% |
| 7D | -2.1% | +1.4% | -3.4% | -2.3% |
| 30D | -8.4% | +2.1% | -10.5% | -9.2% |
| 3M | +4.3% | -29.7% | +34.1% | +9.3% |
| 6M | -11.1% | +12.5% | -23.7% | -15.5% |
| YTD | -4.7% | +57.0% | -61.7% | -15.6% |
| 1Y | -19.8% | +103.9% | -123.7% | -33.5% |
| 3Y | +4.1% | +223.6% | -219.5% | -27.5% |
| All | +10.8% | +320.9% | -310.1% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling