+244.2%
HL vs MTSI
+320.9%
-76.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.7% |
| 7D | +1.5% | +1.4% | +0.1% | +0.9% |
| 30D | +25.1% | +2.1% | +23.0% | +22.3% |
| 3M | +22.9% | -29.7% | +52.6% | +36.6% |
| 6M | -4.9% | +12.5% | -17.4% | -11.8% |
| YTD | +7.8% | +57.0% | -49.2% | -11.3% |
| 1Y | +133.9% | +103.9% | +30.0% | +77.0% |
| 3Y | +380.9% | +223.6% | +157.3% | +188.6% |
| All | +244.2% | +320.9% | -76.7% | +72.8% |
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 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