+149.4%
HL vs MTSI
+183.3%
-33.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.8% | -8.8% | -1.6% |
| 7D | +8.9% | -10.0% | +18.9% | +11.7% |
| 30D | -10.1% | -37.2% | +27.1% | +3.7% |
| 3M | -7.0% | -30.1% | +23.0% | +2.1% |
| 6M | -18.8% | -31.9% | +13.1% | -11.5% |
| YTD | -23.1% | +23.2% | -46.3% | -33.0% |
| 1Y | +8.9% | +26.4% | -17.5% | -5.9% |
| 3Y | +255.0% | +186.2% | +68.9% | +115.4% |
| All | +149.4% | +183.3% | -33.9% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling