+25.0%
HL vs MTSI
+59.5%
-34.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.0% | +14.2% | +13.5% |
| 7D | +0.2% | -10.7% | +10.9% | +4.4% |
| 30D | -12.1% | -29.0% | +16.9% | -1.0% |
| 3M | -2.8% | -14.7% | +11.9% | -0.5% |
| 6M | -14.9% | -20.1% | +5.2% | -13.0% |
| YTD | -22.0% | +36.1% | -58.2% | -45.3% |
| 1Y | +25.0% | +61.7% | -36.7% | -26.8% |
| All | +25.0% | +59.5% | -34.5% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling