+237.8%
HPE vs MTSI
+226.9%
+11.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.3% | -5.5% | +0.2% |
| 7D | +0.3% | +7.2% | -6.9% | -3.3% |
| 30D | -28.6% | -18.4% | -10.1% | -22.6% |
| 3M | -7.4% | -16.7% | +9.3% | -1.1% |
| 6M | +63.7% | -31.7% | +95.4% | +86.2% |
| YTD | +111.7% | +45.9% | +65.8% | +70.8% |
| 1Y | +123.5% | +47.0% | +76.5% | +79.2% |
| All | +237.8% | +226.9% | +11.0% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling