+47.0%
MTSI vs HRB
+11.2%
+35.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.3% | +10.3% |
| 7D | +7.2% | -8.1% | +15.3% | +4.8% |
| 30D | -18.4% | +15.0% | -33.5% | -15.1% |
| 3M | -16.7% | +10.2% | -26.9% | -13.9% |
| 6M | -31.7% | +44.2% | -75.9% | -26.7% |
| YTD | +45.9% | +21.0% | +24.9% | +36.9% |
| 1Y | +47.0% | +12.0% | +35.0% | +39.1% |
| All | +47.0% | +11.2% | +35.8% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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