+99.9%
HLT vs MTSI
+257.2%
-157.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.3% |
| 7D | -1.5% | +11.1% | -12.5% | -2.9% |
| 30D | -1.2% | -3.7% | +2.4% | -1.0% |
| 3M | -10.3% | -20.2% | +9.9% | -8.0% |
| 6M | +1.3% | +30.8% | -29.6% | -6.1% |
| YTD | +7.0% | +67.0% | -60.0% | -6.2% |
| 1Y | +11.9% | +120.4% | -108.6% | -8.6% |
| All | +99.9% | +257.2% | -157.4% | +36.9% |
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