-14.0%
HL vs MTSI
+43.1%
-57.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.8% | -4.9% |
| 7D | -7.6% | +29.1% | -36.7% | -15.3% |
| 30D | -17.5% | -20.4% | +2.9% | -11.9% |
| 3M | -26.2% | -20.9% | -5.3% | -21.9% |
| 6M | -35.1% | -32.3% | -2.8% | -27.8% |
| YTD | -30.4% | +43.5% | -73.9% | -50.2% |
| 1Y | -14.0% | +43.8% | -57.8% | -40.0% |
| All | -14.0% | +43.1% | -57.1% | -40.0% |
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 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