+1,208.8%
MTSI vs HRB
+405.6%
+803.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +4.4% |
| 7D | +1.4% | -5.7% | +7.1% | +2.7% |
| 30D | +2.1% | +7.9% | -5.8% | -0.3% |
| 3M | -29.7% | +32.1% | -61.9% | -35.5% |
| 6M | +12.5% | +62.2% | -49.7% | -3.4% |
| YTD | +57.0% | +16.4% | +40.6% | +46.4% |
| 1Y | +103.9% | -0.3% | +104.2% | +97.6% |
| 3Y | +223.6% | +36.0% | +187.5% | +177.5% |
| 5Y | +321.6% | +125.2% | +196.3% | +201.9% |
| 10Y | +517.7% | +237.7% | +280.0% | +253.1% |
| All | +1,208.8% | +405.6% | +803.1% | +500.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling