-31.9%
MTSI vs HDB
-3.2%
-28.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.8% | +9.1% | +11.0% |
| 7D | -10.0% | +13.3% | -23.3% | -9.1% |
| 30D | -37.2% | +13.6% | -50.7% | -36.7% |
| 3M | -30.1% | +5.8% | -35.8% | -29.5% |
| 6M | -31.9% | -1.9% | -30.0% | -32.3% |
| All | -31.9% | -3.2% | -28.7% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling