+232.1%
HPE vs MTSI
+183.3%
+48.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.5% | -3.3% |
| 7D | -18.7% | -10.0% | -8.7% | -15.2% |
| 30D | -37.9% | -37.2% | -0.7% | -24.9% |
| 3M | -14.4% | -30.1% | +15.7% | -1.6% |
| 6M | +48.2% | -31.9% | +80.1% | +68.9% |
| YTD | +88.6% | +23.2% | +65.4% | +65.6% |
| 1Y | +94.8% | +26.4% | +68.4% | +68.8% |
| 3Y | +202.7% | +186.2% | +16.5% | +79.0% |
| All | +232.1% | +183.3% | +48.8% | +77.1% |
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 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