+54.0%
HST vs MTSI
+30.7%
+23.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.6% |
| 7D | +0.6% | -3.8% | +4.4% | +0.6% |
| 30D | +14.5% | -31.4% | +45.9% | +15.0% |
| 3M | +15.4% | -23.8% | +39.2% | +15.8% |
| 6M | +22.0% | -37.1% | +59.1% | +25.1% |
| YTD | +54.9% | +32.2% | +22.6% | +50.1% |
| 1Y | +54.0% | +26.9% | +27.0% | +48.6% |
| All | +54.0% | +30.7% | +23.2% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling