+101.6%
HBAN vs MTSI
+508.4%
-406.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.1% | -1.6% |
| 7D | -1.1% | +7.2% | -8.3% | -2.9% |
| 30D | +3.1% | -18.4% | +21.6% | +5.8% |
| 3M | -9.8% | -16.7% | +6.9% | -8.5% |
| 6M | +1.4% | -31.7% | +33.1% | +5.2% |
| YTD | -5.8% | +45.9% | -51.7% | -17.5% |
| 1Y | +4.2% | +47.0% | -42.8% | -9.0% |
| 3Y | +74.9% | +224.1% | -149.2% | +25.7% |
| 5Y | +21.7% | +238.5% | -216.8% | -15.3% |
| All | +101.6% | +508.4% | -406.8% | +12.3% |
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