+320.4%
MTSI vs HAS
+13.4%
+307.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +1.4% | -1.8% | +3.2% | +2.1% |
| 30D | +2.1% | +2.3% | -0.2% | +1.0% |
| 3M | -29.7% | +10.4% | -40.1% | -32.9% |
| 6M | +12.5% | -3.2% | +15.8% | +12.6% |
| YTD | +57.0% | +15.4% | +41.6% | +44.3% |
| 1Y | +103.9% | +18.8% | +85.1% | +84.7% |
| 3Y | +223.6% | +43.9% | +179.6% | +163.2% |
| All | +320.4% | +13.4% | +307.0% | +326.4% |
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