+196.3%
MTSI vs HIG
+96.1%
+100.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.5% |
| 7D | +10.0% | +2.6% | +7.4% | +10.6% |
| 30D | -20.3% | +4.2% | -24.5% | -19.6% |
| 3M | -24.4% | +0.2% | -24.6% | -24.0% |
| 6M | -39.2% | +4.6% | -43.8% | -38.8% |
| YTD | +35.5% | +1.1% | +34.4% | +36.9% |
| 1Y | +43.0% | +4.7% | +38.3% | +43.6% |
| 3Y | +196.3% | +95.5% | +100.8% | +188.3% |
| All | +196.3% | +96.1% | +100.2% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling