+233.0%
HL vs MTSI
+1,208.2%
-975.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.3% | -11.5% | -3.9% |
| 7D | -5.6% | +7.2% | -12.7% | -8.0% |
| 30D | -16.2% | -18.4% | +2.3% | -12.6% |
| 3M | -20.5% | -16.7% | -3.8% | -18.3% |
| 6M | -31.7% | -31.7% | +0.1% | -26.8% |
| YTD | -26.4% | +45.9% | -72.3% | -35.8% |
| 1Y | -4.3% | +47.0% | -51.3% | -16.7% |
| 3Y | +276.9% | +224.1% | +52.8% | +160.7% |
| 5Y | +124.1% | +238.5% | -114.5% | +49.5% |
| 10Y | +144.6% | +512.7% | -368.1% | +26.3% |
| All | +233.0% | +1,208.2% | -975.2% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling