+1,208.8%
MTSI vs HIG
+793.3%
+415.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.6% | +3.9% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | +2.1% | -3.2% | +5.3% | +3.2% |
| 3M | -29.7% | +9.1% | -38.9% | -32.9% |
| 6M | +12.5% | -1.8% | +14.3% | +11.8% |
| YTD | +57.0% | +1.8% | +55.3% | +53.4% |
| 1Y | +103.9% | +4.6% | +99.4% | +96.3% |
| 3Y | +223.6% | +101.6% | +121.9% | +132.5% |
| 5Y | +321.6% | +124.5% | +197.1% | +188.3% |
| 10Y | +517.7% | +317.8% | +199.9% | +196.8% |
| All | +1,208.8% | +793.3% | +415.4% | +418.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling