+213.7%
MTSI vs HRB
+24.3%
+189.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.7% |
| 7D | +29.1% | -7.8% | +36.9% | +27.7% |
| 30D | -20.4% | +15.7% | -36.1% | -18.8% |
| 3M | -20.9% | -5.5% | -15.4% | -20.5% |
| 6M | -32.3% | +41.1% | -73.4% | -30.5% |
| YTD | +43.5% | +20.4% | +23.1% | +45.5% |
| 1Y | +43.8% | +15.2% | +28.6% | +46.2% |
| All | +213.7% | +24.3% | +189.4% | +187.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling