+145.2%
HST vs MTSI
+1,308.1%
-1,162.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.3% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -12.3% | +2.1% | -14.3% | -13.2% |
| 3M | -6.4% | -29.7% | +23.4% | -1.8% |
| 6M | +15.0% | +12.5% | +2.5% | +9.7% |
| YTD | +30.5% | +57.0% | -26.5% | +16.3% |
| 1Y | +35.7% | +103.9% | -68.2% | +14.5% |
| 3Y | +68.4% | +223.6% | -155.2% | +27.4% |
| 5Y | +73.1% | +321.6% | -248.4% | +22.9% |
| 10Y | +92.7% | +517.7% | -425.0% | +14.9% |
| All | +145.2% | +1,308.1% | -1,162.9% | +24.7% |
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