+926.7%
MTSI vs HRB
+443.1%
+483.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.2% | +15.1% | +11.7% |
| 7D | -10.0% | +2.7% | -12.7% | -10.6% |
| 30D | -37.2% | +22.1% | -59.3% | -40.4% |
| 3M | -30.1% | +15.7% | -45.8% | -33.3% |
| 6M | -31.9% | +83.3% | -115.2% | -43.4% |
| YTD | +23.2% | +25.0% | -1.8% | +12.0% |
| 1Y | +26.4% | +6.9% | +19.5% | +19.8% |
| 3Y | +186.2% | +39.0% | +147.1% | +143.2% |
| 5Y | +187.0% | +146.4% | +40.6% | +99.7% |
| 10Y | +460.4% | +254.4% | +205.9% | +215.2% |
| All | +926.7% | +443.1% | +483.6% | +359.6% |
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