+621.7%
HPE vs MTSI
+725.3%
-103.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -7.9% | -5.4% |
| 7D | -0.6% | +1.4% | -2.0% | -1.0% |
| 30D | -2.3% | +2.1% | -4.4% | -3.5% |
| 3M | -2.9% | -29.7% | +26.9% | +5.9% |
| 6M | +143.6% | +12.5% | +131.0% | +132.5% |
| YTD | +118.5% | +57.0% | +61.5% | +89.4% |
| 1Y | +129.2% | +103.9% | +25.3% | +84.1% |
| 3Y | +212.5% | +223.6% | -11.0% | +120.5% |
| 5Y | +286.9% | +321.6% | -34.6% | +151.4% |
| 10Y | +432.3% | +517.7% | -85.4% | +165.8% |
| All | +621.7% | +725.3% | -103.5% | +215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling