+926.7%
MTSI vs HIG
+765.0%
+161.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.3% | +13.1% | +11.6% |
| 7D | -10.0% | +1.1% | -11.0% | -10.4% |
| 30D | -37.2% | +5.6% | -42.8% | -38.8% |
| 3M | -30.1% | -6.9% | -23.2% | -28.9% |
| 6M | -31.9% | +1.3% | -33.2% | -33.6% |
| YTD | +23.2% | -1.5% | +24.6% | +20.8% |
| 1Y | +26.4% | +6.6% | +19.8% | +19.9% |
| 3Y | +186.2% | +91.2% | +95.0% | +108.7% |
| 5Y | +187.0% | +106.1% | +81.0% | +101.6% |
| 10Y | +460.4% | +283.7% | +176.7% | +178.1% |
| All | +926.7% | +765.0% | +161.6% | +308.5% |
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