+577.9%
HWM vs MTSI
+206.4%
+371.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.5% | +0.6% |
| 7D | +7.3% | +10.0% | -2.7% | +4.1% |
| 30D | +1.6% | -20.3% | +21.9% | +7.2% |
| 3M | -21.9% | -24.4% | +2.6% | -17.3% |
| 6M | -19.0% | -39.2% | +20.1% | -10.1% |
| YTD | +7.9% | +35.5% | -27.5% | -10.8% |
| 1Y | +9.9% | +43.0% | -33.1% | -11.2% |
| 3Y | +342.1% | +196.3% | +145.9% | +156.1% |
| All | +577.9% | +206.4% | +371.5% | +248.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling