+103.9%
MTSI vs HDB
-34.6%
+138.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +2.1% | -2.8% | +4.9% | +2.8% |
| 3M | -29.7% | -3.5% | -26.2% | -30.0% |
| 6M | +12.5% | -24.7% | +37.2% | +23.0% |
| YTD | +57.0% | -36.6% | +93.6% | +76.2% |
| 1Y | +103.9% | -34.4% | +138.3% | +122.7% |
| All | +103.9% | -34.6% | +138.6% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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