+1,516.8%
HWM vs MTSI
+539.0%
+977.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.3% | -8.1% | -0.4% |
| 7D | +5.0% | +7.2% | -2.2% | +2.6% |
| 30D | +1.5% | -18.4% | +20.0% | +5.7% |
| 3M | -20.3% | -16.7% | -3.6% | -18.3% |
| 6M | -18.0% | -31.7% | +13.7% | -13.2% |
| YTD | +9.5% | +45.9% | -36.4% | -6.0% |
| 1Y | +7.5% | +47.0% | -39.5% | -8.2% |
| 3Y | +355.7% | +224.1% | +131.6% | +207.5% |
| 5Y | +610.2% | +238.5% | +371.7% | +362.3% |
| 10Y | +1,516.8% | +512.7% | +1,004.1% | +702.7% |
| All | +1,516.8% | +539.0% | +977.7% | +702.7% |
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 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