+43.0%
MTSI vs HDB
-29.0%
+72.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.0% | -5.7% |
| 7D | +10.0% | +2.7% | +7.2% | +9.4% |
| 30D | -20.3% | +14.1% | -34.5% | -22.4% |
| 3M | -24.4% | +11.8% | -36.2% | -26.0% |
| 6M | -39.2% | +8.2% | -47.3% | -40.9% |
| YTD | +35.5% | -29.3% | +64.8% | +54.5% |
| 1Y | +43.0% | -28.8% | +71.8% | +62.4% |
| All | +43.0% | -29.0% | +72.1% | +62.4% |
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