+298.8%
HPE vs MTSI
+320.9%
-22.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -7.9% | -5.9% |
| 7D | -0.6% | +1.4% | -2.0% | -1.2% |
| 30D | -2.3% | +2.1% | -4.4% | -4.2% |
| 3M | -2.9% | -29.7% | +26.9% | +10.0% |
| 6M | +143.6% | +12.5% | +131.0% | +125.1% |
| YTD | +118.5% | +57.0% | +61.5% | +73.9% |
| 1Y | +129.2% | +103.9% | +25.3% | +61.3% |
| 3Y | +212.5% | +223.6% | -11.0% | +75.5% |
| All | +298.8% | +320.9% | -22.1% | +85.1% |
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