+912.0%
HD vs MTSI
+1,120.6%
-208.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.7% |
| 7D | +11.9% | -10.7% | +22.6% | +13.5% |
| 30D | +26.4% | -29.0% | +55.4% | +31.7% |
| 3M | +2.8% | -14.7% | +17.5% | +3.4% |
| 6M | +15.5% | -20.1% | +35.6% | +15.8% |
| YTD | +5.5% | +36.1% | -30.6% | -3.3% |
| 1Y | -4.6% | +61.7% | -66.3% | -15.3% |
| 3Y | +29.9% | +210.7% | -180.8% | +0.8% |
| 5Y | +8.4% | +212.8% | -204.4% | -17.5% |
| 10Y | +275.2% | +519.2% | -244.0% | +129.5% |
| All | +912.0% | +1,120.6% | -208.6% | +476.5% |
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