-37.3%
MTSI vs HAS
+28.5%
-65.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.7% | -16.7% | -18.5% |
| 7D | -24.6% | 0.0% | -24.6% | -24.5% |
| 30D | -45.7% | +31.3% | -77.0% | -44.2% |
| 3M | -27.7% | +32.1% | -59.9% | -25.9% |
| 6M | -37.3% | +28.1% | -65.4% | -37.9% |
| All | -37.3% | +28.5% | -65.8% | -37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling