+137.6%
HST vs MTSI
+448.7%
-311.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.9% | -2.0% |
| 7D | -2.7% | -10.0% | +7.3% | -1.2% |
| 30D | +10.7% | -37.2% | +47.9% | +19.1% |
| 3M | +6.3% | -30.1% | +36.3% | +11.2% |
| 6M | +19.0% | -31.9% | +50.9% | +23.0% |
| YTD | +47.0% | +23.2% | +23.9% | +33.6% |
| 1Y | +53.4% | +26.4% | +27.1% | +38.3% |
| 3Y | +78.0% | +186.2% | -108.2% | +32.6% |
| 5Y | +71.7% | +187.0% | -115.4% | +24.9% |
| All | +137.6% | +448.7% | -311.1% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling