+471.4%
MTSI vs HDB
+61.5%
+409.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.7% | +6.3% | +7.9% |
| 7D | +3.5% | +13.7% | -10.2% | -1.9% |
| 30D | -30.3% | +15.8% | -46.2% | -34.8% |
| 3M | -26.0% | +9.2% | -35.2% | -29.2% |
| 6M | -36.1% | +3.2% | -39.2% | -37.9% |
| YTD | +34.3% | -29.4% | +63.6% | +53.4% |
| 1Y | +35.3% | -27.9% | +63.2% | +52.9% |
| 3Y | +217.6% | -5.9% | +223.5% | +208.7% |
| 5Y | +210.1% | -23.5% | +233.6% | +225.1% |
| 10Y | +471.4% | +61.3% | +410.1% | +350.6% |
| All | +471.4% | +61.5% | +409.9% | +350.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling