+814.1%
HD vs MTSI
+1,308.1%
-494.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 3M | +4.3% | -29.7% | +34.1% | +8.7% |
| 6M | -11.1% | +12.5% | -23.7% | -14.6% |
| YTD | -4.7% | +57.0% | -61.7% | -13.4% |
| 1Y | -19.8% | +103.9% | -123.7% | -30.6% |
| 3Y | +4.1% | +223.6% | -219.5% | -18.6% |
| 5Y | +10.3% | +321.6% | -311.2% | -18.6% |
| 10Y | +203.2% | +517.7% | -314.5% | +86.7% |
| All | +814.1% | +1,308.1% | -494.0% | +416.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling