+183.6%
MTSI vs HBM
+205.9%
-22.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.6% | +9.2% | +10.3% |
| 7D | -10.0% | -3.6% | -6.3% | -8.4% |
| 30D | -37.2% | -19.2% | -18.0% | -31.6% |
| 3M | -30.1% | -20.5% | -9.6% | -23.5% |
| 6M | -31.9% | -12.8% | -19.1% | -28.3% |
| YTD | +23.2% | +5.4% | +17.8% | +19.7% |
| 1Y | +26.4% | +33.0% | -6.6% | +13.8% |
| 3Y | +186.2% | +357.3% | -171.2% | +68.6% |
| All | +183.6% | +205.9% | -22.3% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling