+45.9%
HLT vs MTSI
+59.5%
-13.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.5% |
| 7D | +7.7% | -10.7% | +18.3% | +8.0% |
| 30D | +19.1% | -29.0% | +48.1% | +20.2% |
| 3M | +20.7% | -14.7% | +35.4% | +20.9% |
| 6M | +21.0% | -20.1% | +41.1% | +20.0% |
| YTD | +31.3% | +36.1% | -4.8% | +25.3% |
| 1Y | +45.9% | +61.7% | -15.9% | +36.1% |
| All | +45.9% | +59.5% | -13.7% | +36.1% |
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 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