+193.7%
MTSI vs HDB
-5.9%
+199.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -3.8% | +12.7% | -16.5% | -6.1% |
| 30D | -31.4% | +16.6% | -48.0% | -33.7% |
| 3M | -23.8% | +10.8% | -34.5% | -25.5% |
| 6M | -37.1% | +3.8% | -40.9% | -37.8% |
| YTD | +32.2% | -28.9% | +61.1% | +42.6% |
| 1Y | +26.9% | -28.0% | +54.9% | +36.4% |
| 3Y | +193.7% | -7.2% | +200.9% | +190.4% |
| All | +193.7% | -5.9% | +199.7% | +190.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling