+103.9%
MTSI vs HIG
+5.1%
+98.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.6% | +2.6% |
| 7D | +1.4% | +0.3% | +1.1% | +1.6% |
| 30D | +2.1% | -3.2% | +5.3% | 0.0% |
| 3M | -29.7% | +9.1% | -38.9% | -25.3% |
| 6M | +12.5% | -1.8% | +14.3% | +16.2% |
| YTD | +57.0% | +1.8% | +55.3% | +65.7% |
| 1Y | +103.9% | +4.6% | +99.4% | +123.9% |
| All | +103.9% | +5.1% | +98.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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