+247.6%
HL vs MTSI
+1,004.6%
-757.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.8% | -8.8% | -0.8% |
| 7D | +8.9% | -10.0% | +18.9% | +11.2% |
| 30D | -10.1% | -37.2% | +27.1% | +0.5% |
| 3M | -7.0% | -30.1% | +23.0% | +0.1% |
| 6M | -18.8% | -31.9% | +13.1% | -12.9% |
| YTD | -23.1% | +23.2% | -46.3% | -29.8% |
| 1Y | +8.9% | +26.4% | -17.5% | -1.1% |
| 3Y | +255.0% | +186.2% | +68.9% | +154.2% |
| 5Y | +151.5% | +187.0% | -35.6% | +75.5% |
| 10Y | +138.4% | +460.4% | -322.0% | +27.4% |
| All | +247.6% | +1,004.6% | -757.0% | +52.1% |
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