+116.4%
HPE vs MTSI
+59.5%
+56.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -5.3% |
| 7D | -17.0% | -10.7% | -6.3% | -13.0% |
| 30D | -26.7% | -29.0% | +2.3% | -16.4% |
| 3M | -4.1% | -14.7% | +10.6% | +1.5% |
| 6M | +75.4% | -20.1% | +95.5% | +89.6% |
| YTD | +111.0% | +36.1% | +74.9% | +99.3% |
| 1Y | +116.4% | +61.7% | +54.7% | +92.3% |
| All | +116.4% | +59.5% | +56.9% | +92.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling