+826.3%
MTSI vs HAS
+441.3%
+384.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.7% | -16.7% | -17.7% |
| 7D | -24.6% | 0.0% | -24.6% | -24.5% |
| 30D | -45.7% | +31.3% | -77.0% | -51.6% |
| 3M | -27.7% | +32.1% | -59.9% | -35.9% |
| 6M | -37.3% | +28.1% | -65.4% | -44.2% |
| YTD | +11.1% | +49.1% | -38.0% | -8.0% |
| 1Y | +27.2% | +60.5% | -33.4% | +1.9% |
| 3Y | +153.7% | +183.9% | -30.2% | +55.8% |
| 5Y | +159.0% | +51.2% | +107.8% | +104.0% |
| 10Y | +405.6% | +105.3% | +300.3% | +218.6% |
| All | +826.3% | +441.3% | +384.9% | +307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling