+94.8%
HPE vs MTSI
+38.8%
+56.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.5% | -3.4% |
| 7D | -18.7% | -10.0% | -8.7% | -15.0% |
| 30D | -37.9% | -37.2% | -0.7% | -24.9% |
| 3M | -14.4% | -30.1% | +15.7% | -1.7% |
| 6M | +48.2% | -31.9% | +80.1% | +70.2% |
| YTD | +88.6% | +23.2% | +65.4% | +78.7% |
| 1Y | +94.8% | +26.4% | +68.4% | +79.8% |
| All | +94.8% | +38.8% | +56.0% | +79.8% |
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