+121.5%
HBAN vs MTSI
+512.4%
-390.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.0% | -6.1% | +1.3% |
| 7D | -0.6% | +3.5% | -4.1% | -1.7% |
| 30D | +3.9% | -30.3% | +34.2% | +9.8% |
| 3M | -8.4% | -26.0% | +17.6% | -5.0% |
| 6M | +0.6% | -36.1% | +36.7% | +5.7% |
| YTD | -5.5% | +34.3% | -39.8% | -15.9% |
| 1Y | +5.4% | +35.3% | -29.9% | -6.5% |
| 3Y | +76.7% | +217.6% | -140.9% | +27.6% |
| 5Y | +25.1% | +210.1% | -185.0% | -11.3% |
| 10Y | +121.5% | +471.4% | -349.9% | +31.7% |
| All | +121.5% | +512.4% | -390.8% | +31.7% |
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