+441.1%
HWM vs MTSI
+224.7%
+216.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -3.9% | -1.4% |
| 7D | -2.1% | +1.4% | -3.5% | -2.5% |
| 30D | -11.0% | +2.1% | -13.1% | -12.3% |
| 3M | +4.0% | -29.7% | +33.8% | +12.6% |
| 6M | -0.2% | +12.5% | -12.8% | -7.8% |
| YTD | +26.7% | +57.0% | -30.4% | +4.9% |
| 1Y | +44.7% | +103.9% | -59.2% | +8.7% |
| All | +441.1% | +224.7% | +216.4% | +241.6% |
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 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