+26.4%
MTSI vs HIG
+6.2%
+20.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.3% | +13.1% | +8.6% |
| 7D | -10.0% | +1.1% | -11.0% | -8.8% |
| 30D | -37.2% | +5.6% | -42.8% | -33.6% |
| 3M | -30.1% | -6.9% | -23.2% | -33.3% |
| 6M | -31.9% | +1.3% | -33.2% | -29.3% |
| YTD | +23.2% | -1.5% | +24.6% | +29.1% |
| 1Y | +26.4% | +6.6% | +19.8% | +34.2% |
| All | +26.4% | +6.2% | +20.2% | +34.2% |
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