+509.8%
HWM vs MTSI
+153.3%
+356.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -18.4% | +12.4% | -0.5% |
| 7D | -2.4% | -24.6% | +22.1% | +5.5% |
| 30D | -13.3% | -45.7% | +32.5% | +2.9% |
| 3M | -31.0% | -27.7% | -3.3% | -26.4% |
| 6M | -17.1% | -37.3% | +20.2% | -9.7% |
| YTD | -1.9% | +11.1% | -13.0% | -13.6% |
| 1Y | -2.4% | +27.2% | -29.6% | -18.8% |
| 3Y | +322.2% | +153.7% | +168.5% | +156.1% |
| 5Y | +509.8% | +159.0% | +350.9% | +232.9% |
| All | +509.8% | +153.3% | +356.5% | +232.9% |
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