+183.6%
MTSI vs HAS
+50.4%
+133.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.5% | +11.4% | +11.0% |
| 7D | -10.0% | -0.2% | -9.8% | -9.9% |
| 30D | -37.2% | +31.0% | -68.2% | -43.7% |
| 3M | -30.1% | +30.7% | -60.7% | -37.5% |
| 6M | -31.9% | +23.9% | -55.8% | -38.3% |
| YTD | +23.2% | +48.3% | -25.1% | +2.0% |
| 1Y | +26.4% | +60.2% | -33.8% | +1.0% |
| 3Y | +186.2% | +189.2% | -3.1% | +69.2% |
| All | +183.6% | +50.4% | +133.2% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling