+122.4%
HL vs MTSI
+512.4%
-390.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.0% | -4.5% | +1.8% |
| 7D | +13.8% | +3.5% | +10.3% | +11.7% |
| 30D | -9.7% | -30.3% | +20.6% | -0.7% |
| 3M | -8.5% | -26.0% | +17.5% | -2.3% |
| 6M | -17.2% | -36.1% | +18.9% | -8.6% |
| YTD | -19.6% | +34.3% | -53.9% | -29.8% |
| 1Y | +11.1% | +35.3% | -24.1% | -3.0% |
| 3Y | +299.7% | +217.6% | +82.1% | +160.9% |
| 5Y | +156.5% | +210.1% | -53.6% | +63.4% |
| 10Y | +122.4% | +471.4% | -349.1% | +4.6% |
| All | +122.4% | +512.4% | -390.0% | +4.6% |
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