+539.5%
MTSI vs HIG
+304.7%
+234.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +2.8% |
| 7D | +4.9% | -1.1% | +6.0% | +5.2% |
| 30D | -11.6% | -4.9% | -6.7% | -10.3% |
| 3M | -24.1% | +6.8% | -30.9% | -26.4% |
| 6M | +32.4% | -1.7% | +34.1% | +31.5% |
| YTD | +60.4% | -0.2% | +60.7% | +58.1% |
| 1Y | +111.0% | +5.7% | +105.3% | +102.9% |
| 3Y | +246.1% | +100.3% | +145.8% | +155.3% |
| 5Y | +340.3% | +118.5% | +221.8% | +213.0% |
| 10Y | +539.5% | +309.7% | +229.8% | +254.9% |
| All | +539.5% | +304.7% | +234.8% | +254.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling