+155.4%
HBAN vs MTSI
+571.2%
-415.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.6% |
| 7D | -1.5% | +11.1% | -12.6% | -3.5% |
| 30D | -5.5% | -3.7% | -1.8% | -5.1% |
| 3M | -0.2% | -20.2% | +20.0% | +2.8% |
| 6M | +5.2% | +30.8% | -25.7% | -3.0% |
| YTD | -2.3% | +67.0% | -69.3% | -15.0% |
| 1Y | -2.2% | +120.4% | -122.6% | -20.4% |
| 3Y | +73.8% | +260.4% | -186.6% | +24.6% |
| 5Y | +35.2% | +356.3% | -321.0% | -9.2% |
| 10Y | +155.4% | +581.1% | -425.7% | +35.8% |
| All | +155.4% | +571.2% | -415.8% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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