+147.5%
HLT vs MTSI
+359.4%
-211.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.1% |
| 7D | -1.5% | +11.1% | -12.5% | -3.7% |
| 30D | -1.2% | -3.7% | +2.4% | -0.9% |
| 3M | -10.3% | -20.2% | +9.9% | -7.1% |
| 6M | +1.3% | +30.8% | -29.6% | -9.1% |
| YTD | +7.0% | +67.0% | -60.0% | -11.2% |
| 1Y | +11.9% | +120.4% | -108.6% | -15.7% |
| 3Y | +100.7% | +260.4% | -159.7% | +19.3% |
| 5Y | +147.5% | +356.3% | -208.7% | +25.2% |
| All | +147.5% | +359.4% | -211.9% | +25.2% |
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 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