+136.4%
HLT vs MTSI
+210.0%
-73.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +1.9% |
| 7D | +4.4% | -3.8% | +8.2% | +4.5% |
| 30D | +16.3% | -31.4% | +47.7% | +20.7% |
| 3M | +22.2% | -23.8% | +45.9% | +24.5% |
| 6M | +20.0% | -37.1% | +57.1% | +24.5% |
| YTD | +32.4% | +32.2% | +0.2% | +18.7% |
| 1Y | +38.6% | +26.9% | +11.7% | +24.9% |
| 3Y | +136.4% | +193.7% | -57.3% | +65.5% |
| All | +136.4% | +210.0% | -73.6% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling