+315.7%
HWM vs MTSI
+153.8%
+161.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -18.4% | +12.4% | -1.2% |
| 7D | -2.4% | -24.6% | +22.1% | +4.4% |
| 30D | -13.3% | -45.7% | +32.5% | +0.5% |
| 3M | -31.0% | -27.7% | -3.3% | -27.0% |
| 6M | -17.1% | -37.3% | +20.2% | -10.8% |
| YTD | -1.9% | +11.1% | -13.0% | -12.6% |
| 1Y | -2.4% | +27.2% | -29.6% | -17.4% |
| All | +315.7% | +153.8% | +161.9% | +182.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling