+566.9%
HPE vs MTSI
+594.9%
-28.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.3% |
| 7D | -9.7% | -3.8% | -5.9% | -8.9% |
| 30D | -34.8% | -31.4% | -3.4% | -27.5% |
| 3M | -12.1% | -23.8% | +11.6% | -5.3% |
| 6M | +53.7% | -37.1% | +90.8% | +72.9% |
| YTD | +101.9% | +32.2% | +69.7% | +83.9% |
| 1Y | +104.3% | +26.9% | +77.4% | +87.9% |
| 3Y | +223.1% | +193.7% | +29.3% | +135.4% |
| 5Y | +249.2% | +218.0% | +31.1% | +144.2% |
| 10Y | +372.4% | +477.8% | -105.3% | +138.0% |
| All | +566.9% | +594.9% | -28.0% | +206.2% |
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