+26.4%
MTSI vs HDB
-30.1%
+56.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.8% | +9.1% | +10.5% |
| 7D | -10.0% | +13.3% | -23.3% | -12.0% |
| 30D | -37.2% | +13.6% | -50.7% | -38.8% |
| 3M | -30.1% | +5.8% | -35.8% | -30.6% |
| 6M | -31.9% | -1.9% | -30.0% | -31.1% |
| YTD | +23.2% | -31.2% | +54.4% | +39.4% |
| 1Y | +26.4% | -29.6% | +56.0% | +42.7% |
| All | +26.4% | -30.1% | +56.5% | +42.7% |
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