+536.9%
HWM vs MTSI
+183.3%
+353.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.8% | -8.4% | -0.8% |
| 7D | +3.3% | -10.0% | +13.3% | +5.9% |
| 30D | -7.6% | -37.2% | +29.6% | +4.8% |
| 3M | -28.9% | -30.1% | +1.1% | -23.0% |
| 6M | -19.7% | -31.9% | +12.2% | -14.6% |
| YTD | +0.5% | +23.2% | -22.6% | -14.3% |
| 1Y | +0.3% | +26.4% | -26.1% | -15.7% |
| 3Y | +325.8% | +186.2% | +139.7% | +148.3% |
| All | +536.9% | +183.3% | +353.6% | +238.2% |
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