+468.8%
MTSI vs HAS
+97.5%
+371.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.3% |
| 7D | +10.0% | +1.4% | +8.6% | +9.5% |
| 30D | -20.3% | +26.3% | -46.6% | -27.7% |
| 3M | -24.4% | +25.6% | -50.0% | -31.4% |
| 6M | -39.2% | +30.3% | -69.4% | -46.1% |
| YTD | +35.5% | +50.4% | -14.9% | +11.9% |
| 1Y | +43.0% | +57.7% | -14.7% | +15.7% |
| 3Y | +196.3% | +213.4% | -17.1% | +74.7% |
| 5Y | +210.0% | +49.1% | +161.0% | +146.5% |
| All | +468.8% | +97.5% | +371.2% | +298.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling