+586.5%
HLT vs MTSI
+571.2%
+15.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.1% |
| 7D | -1.5% | +11.1% | -12.5% | -3.3% |
| 30D | -1.2% | -3.7% | +2.4% | -0.9% |
| 3M | -10.3% | -20.2% | +9.9% | -7.8% |
| 6M | +1.3% | +30.8% | -29.6% | -6.1% |
| YTD | +7.0% | +67.0% | -60.0% | -5.9% |
| 1Y | +11.9% | +120.4% | -108.6% | -7.6% |
| 3Y | +100.7% | +260.4% | -159.7% | +46.5% |
| 5Y | +147.5% | +356.3% | -208.7% | +70.0% |
| 10Y | +586.5% | +581.1% | +5.5% | +281.4% |
| All | +586.5% | +571.2% | +15.4% | +281.4% |
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