+1,208.8%
MTSI vs HDB
+209.4%
+999.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +2.1% | -2.8% | +4.9% | +3.0% |
| 3M | -29.7% | -3.5% | -26.2% | -29.3% |
| 6M | +12.5% | -24.7% | +37.2% | +24.9% |
| YTD | +57.0% | -36.6% | +93.6% | +86.5% |
| 1Y | +103.9% | -34.4% | +138.3% | +138.2% |
| 3Y | +223.6% | -24.4% | +248.0% | +247.1% |
| 5Y | +321.6% | -35.4% | +356.9% | +375.0% |
| 10Y | +517.7% | +39.5% | +478.2% | +395.8% |
| All | +1,208.8% | +209.4% | +999.3% | +723.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling