+1,208.8%
MTSI vs HBM
+147.5%
+1,061.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +1.4% | -6.4% | +7.7% | +3.2% |
| 30D | +2.1% | +5.9% | -3.8% | +0.3% |
| 3M | -29.7% | -8.9% | -20.8% | -28.2% |
| 6M | +12.5% | +10.7% | +1.9% | +8.2% |
| YTD | +57.0% | +38.3% | +18.8% | +40.7% |
| 1Y | +103.9% | +121.3% | -17.4% | +60.0% |
| 3Y | +223.6% | +450.6% | -227.0% | +92.2% |
| 5Y | +321.6% | +338.0% | -16.4% | +150.3% |
| 10Y | +517.7% | +578.6% | -60.9% | +197.7% |
| All | +1,208.8% | +147.5% | +1,061.2% | +610.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling