+162.8%
HLT vs MTSI
+209.3%
-46.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.0% |
| 7D | +4.4% | -3.8% | +8.2% | +4.6% |
| 30D | +16.3% | -31.4% | +47.7% | +23.8% |
| 3M | +22.2% | -23.8% | +45.9% | +26.0% |
| 6M | +20.0% | -37.1% | +57.1% | +27.1% |
| YTD | +32.4% | +32.2% | +0.2% | +12.6% |
| 1Y | +38.6% | +26.9% | +11.7% | +18.8% |
| 3Y | +136.4% | +193.7% | -57.3% | +41.8% |
| 5Y | +162.8% | +218.0% | -55.3% | +39.1% |
| All | +162.8% | +209.3% | -46.5% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling