+47.0%
MTSI vs HBM
+31.3%
+15.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.4% | +10.3% |
| 7D | +7.2% | -1.3% | +8.4% | +8.6% |
| 30D | -18.4% | -14.8% | -3.6% | -11.2% |
| 3M | -16.7% | -20.7% | +4.0% | -6.8% |
| 6M | -31.7% | -13.9% | -17.8% | -27.0% |
| YTD | +45.9% | +10.6% | +35.3% | +36.3% |
| 1Y | +47.0% | +32.4% | +14.6% | +24.5% |
| All | +47.0% | +31.3% | +15.7% | +24.5% |
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