+1,773.8%
HWM vs MTSI
+628.1%
+1,145.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.2% |
| 3M | +4.0% | -29.7% | +33.8% | +11.8% |
| 6M | -0.2% | +12.5% | -12.8% | -6.1% |
| YTD | +26.7% | +57.0% | -30.4% | +8.7% |
| 1Y | +44.7% | +103.9% | -59.2% | +15.1% |
| 3Y | +426.1% | +223.6% | +202.5% | +261.7% |
| 5Y | +738.5% | +321.6% | +417.0% | +428.3% |
| All | +1,773.8% | +628.1% | +1,145.7% | +844.4% |
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