+896.3%
HD vs MTSI
+896.6%
-0.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -18.4% | +16.8% | +1.0% |
| 7D | +6.4% | -24.6% | +31.0% | +10.1% |
| 30D | +22.1% | -45.7% | +67.8% | +31.6% |
| 3M | -0.2% | -27.7% | +27.6% | +2.4% |
| 6M | +12.6% | -37.3% | +49.9% | +16.6% |
| YTD | +3.9% | +11.1% | -7.2% | -2.4% |
| 1Y | -3.7% | +27.2% | -30.9% | -11.8% |
| 3Y | +27.9% | +153.7% | -125.8% | +1.8% |
| 5Y | +7.8% | +159.0% | -151.2% | -16.0% |
| 10Y | +269.4% | +405.6% | -136.2% | +131.7% |
| All | +896.3% | +896.6% | -0.3% | +482.0% |
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