+539.5%
MTSI vs HBM
+599.4%
-59.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +0.2% |
| 7D | +4.9% | +7.4% | -2.5% | +2.3% |
| 30D | -11.6% | +5.1% | -16.6% | -13.3% |
| 3M | -24.1% | +11.1% | -35.2% | -27.2% |
| 6M | +32.4% | +30.2% | +2.2% | +19.1% |
| YTD | +60.4% | +46.2% | +14.2% | +37.1% |
| 1Y | +111.0% | +120.0% | -9.1% | +56.2% |
| 3Y | +246.1% | +527.4% | -281.3% | +72.3% |
| 5Y | +340.3% | +400.4% | -60.1% | +117.3% |
| 10Y | +539.5% | +621.5% | -82.0% | +156.3% |
| All | +539.5% | +599.4% | -59.9% | +156.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling