+329.2%
MTSI vs HTZ
-89.5%
+418.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.1% | +3.3% |
| 7D | +1.4% | +7.5% | -6.1% | +0.6% |
| 30D | +2.1% | +47.4% | -45.4% | -2.8% |
| 3M | -29.7% | -54.9% | +25.2% | -26.1% |
| 6M | +12.5% | -47.0% | +59.5% | +15.6% |
| YTD | +57.0% | -55.3% | +112.3% | +63.5% |
| 1Y | +103.9% | -57.6% | +161.6% | +110.0% |
| 3Y | +223.6% | -86.6% | +310.2% | +290.3% |
| 5Y | +321.6% | -86.1% | +407.7% | +388.6% |
| All | +329.2% | -89.5% | +418.7% | +428.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling