+206.9%
MTSI vs HRB
+140.6%
+66.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.6% |
| 7D | +10.0% | -5.1% | +15.1% | +10.0% |
| 30D | -20.3% | +8.7% | -29.0% | -20.7% |
| 3M | -24.4% | -5.4% | -19.0% | -24.2% |
| 6M | -39.2% | +41.6% | -80.7% | -41.7% |
| YTD | +35.5% | +18.7% | +16.8% | +32.4% |
| 1Y | +43.0% | +16.4% | +26.6% | +40.1% |
| 3Y | +196.3% | +22.0% | +174.3% | +175.2% |
| All | +206.9% | +140.6% | +66.2% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling