+646.9%
HLT vs MTSI
+1,716.0%
-1,069.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.6% |
| 7D | -3.3% | +1.4% | -4.7% | -3.6% |
| 30D | -4.1% | +2.1% | -6.2% | -5.0% |
| 3M | -7.9% | -29.7% | +21.8% | -3.3% |
| 6M | +2.2% | +12.5% | -10.4% | -2.6% |
| YTD | +8.5% | +57.0% | -48.5% | -3.3% |
| 1Y | +12.1% | +103.9% | -91.8% | -5.7% |
| 3Y | +107.6% | +223.6% | -116.0% | +55.7% |
| 5Y | +156.4% | +321.6% | -165.2% | +80.2% |
| 10Y | +566.3% | +517.7% | +48.6% | +289.2% |
| All | +646.9% | +1,716.0% | -1,069.1% | +289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling