+1,352.0%
HWM vs MTSI
+415.3%
+936.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -18.4% | +12.4% | -1.3% |
| 7D | -2.4% | -24.6% | +22.1% | +4.3% |
| 30D | -13.3% | -45.7% | +32.5% | +0.2% |
| 3M | -31.0% | -27.7% | -3.3% | -26.9% |
| 6M | -17.1% | -37.3% | +20.2% | -10.4% |
| YTD | -1.9% | +11.1% | -13.0% | -9.5% |
| 1Y | -2.4% | +27.2% | -29.6% | -13.6% |
| 3Y | +322.2% | +153.7% | +168.5% | +204.2% |
| 5Y | +509.8% | +159.0% | +350.9% | +326.4% |
| 10Y | +1,453.8% | +405.6% | +1,048.2% | +737.2% |
| All | +1,352.0% | +415.3% | +936.7% | +685.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling