+66.7%
HBAN vs MTSI
+181.3%
-114.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -2.3% |
| 7D | -2.0% | -10.0% | +8.0% | -0.9% |
| 30D | +2.0% | -37.2% | +39.2% | +8.0% |
| 3M | -10.0% | -30.1% | +20.1% | -6.6% |
| 6M | -5.3% | -31.9% | +26.6% | -3.2% |
| YTD | -8.2% | +23.2% | -31.4% | -18.7% |
| 1Y | +4.2% | +26.4% | -22.2% | -8.6% |
| 3Y | +66.7% | +186.2% | -119.5% | +8.1% |
| All | +66.7% | +181.3% | -114.6% | +8.1% |
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