+81.0%
HBAN vs MTSI
+231.8%
-150.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -0.7% |
| 7D | +0.7% | +1.4% | -0.7% | +0.4% |
| 30D | -3.2% | +2.1% | -5.3% | -4.0% |
| 3M | +4.0% | -29.7% | +33.7% | +9.1% |
| 6M | +3.1% | +12.5% | -9.4% | -2.8% |
| YTD | 0.0% | +57.0% | -57.0% | -13.3% |
| 1Y | -1.2% | +103.9% | -105.1% | -20.8% |
| All | +81.0% | +231.8% | -150.8% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling