+1,524.1%
HWM vs MTSI
+448.7%
+1,075.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.8% | -8.3% | -0.2% |
| 7D | +3.4% | -10.0% | +13.4% | +5.6% |
| 30D | -7.5% | -37.2% | +29.7% | +2.8% |
| 3M | -28.9% | -30.1% | +1.2% | -23.8% |
| 6M | -19.6% | -31.9% | +12.3% | -15.0% |
| YTD | +0.6% | +23.2% | -22.6% | -9.7% |
| 1Y | +0.3% | +26.4% | -26.1% | -10.8% |
| 3Y | +326.1% | +186.2% | +140.0% | +197.4% |
| 5Y | +525.2% | +187.0% | +338.1% | +325.2% |
| All | +1,524.1% | +448.7% | +1,075.4% | +756.0% |
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