+10.3%
HLT vs MTSI
+107.6%
-97.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.6% | +2.2% | -3.8% | -1.7% |
| 30D | -5.0% | -11.5% | +6.5% | -4.6% |
| 3M | -10.4% | -26.6% | +16.3% | -9.2% |
| 6M | +3.2% | +23.5% | -20.3% | +0.4% |
| YTD | +6.7% | +60.5% | -53.8% | +2.9% |
| 1Y | +10.3% | +109.7% | -99.5% | +5.2% |
| All | +10.3% | +107.6% | -97.4% | +5.2% |
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