+676.7%
HLT vs MTSI
+498.4%
+178.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +0.8% | +29.1% | -28.3% | -3.7% |
| 30D | +13.1% | -20.4% | +33.5% | +16.2% |
| 3M | +15.6% | -20.9% | +36.5% | +18.0% |
| 6M | +19.0% | -32.3% | +51.2% | +23.1% |
| YTD | +29.9% | +43.5% | -13.5% | +15.2% |
| 1Y | +35.9% | +43.8% | -7.9% | +20.1% |
| 3Y | +132.1% | +218.8% | -86.7% | +69.9% |
| 5Y | +163.4% | +228.3% | -64.9% | +87.5% |
| All | +676.7% | +498.4% | +178.3% | +340.0% |
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