+103.9%
MTSI vs HBM
+123.0%
-19.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.8% |
| 7D | +1.4% | -6.4% | +7.7% | +3.9% |
| 30D | +2.1% | +5.9% | -3.8% | -0.4% |
| 3M | -29.7% | -8.9% | -20.8% | -28.7% |
| 6M | +12.5% | +10.7% | +1.9% | +5.2% |
| YTD | +57.0% | +38.3% | +18.8% | +34.2% |
| 1Y | +103.9% | +121.3% | -17.4% | +68.7% |
| All | +103.9% | +123.0% | -19.0% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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