+677.4%
HLT vs MTSI
+465.0%
+212.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +1.0% |
| 7D | +0.7% | +10.0% | -9.3% | -1.1% |
| 30D | +13.7% | -20.3% | +34.1% | +16.8% |
| 3M | +16.3% | -24.4% | +40.8% | +19.6% |
| 6M | +19.9% | -39.2% | +59.1% | +26.5% |
| YTD | +30.1% | +35.5% | -5.4% | +16.4% |
| 1Y | +38.5% | +43.0% | -4.5% | +22.3% |
| 3Y | +131.0% | +196.3% | -65.2% | +71.3% |
| 5Y | +163.7% | +210.0% | -46.4% | +89.5% |
| All | +677.4% | +465.0% | +212.4% | +344.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling