+144.6%
HL vs MTSI
+539.0%
-394.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.3% | -11.5% | -4.3% |
| 7D | -5.6% | +7.2% | -12.7% | -8.3% |
| 30D | -16.2% | -18.4% | +2.3% | -12.1% |
| 3M | -20.5% | -16.7% | -3.8% | -18.1% |
| 6M | -31.7% | -31.7% | +0.1% | -26.2% |
| YTD | -26.4% | +45.9% | -72.3% | -37.4% |
| 1Y | -4.3% | +47.0% | -51.3% | -18.7% |
| 3Y | +276.9% | +224.1% | +52.8% | +144.3% |
| 5Y | +124.1% | +238.5% | -114.5% | +38.9% |
| 10Y | +144.6% | +512.7% | -368.1% | +12.0% |
| All | +144.6% | +539.0% | -394.4% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling