+43.0%
MTSI vs HAS
+58.1%
-15.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.5% |
| 7D | +10.0% | +1.4% | +8.6% | +10.0% |
| 30D | -20.3% | +26.3% | -46.6% | -21.0% |
| 3M | -24.4% | +25.6% | -50.0% | -24.9% |
| 6M | -39.2% | +30.3% | -69.4% | -40.6% |
| YTD | +35.5% | +50.4% | -14.9% | +26.3% |
| 1Y | +43.0% | +57.7% | -14.7% | +30.3% |
| All | +43.0% | +58.1% | -15.0% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling