+38.8%
HBAN vs MTSI
+320.9%
-282.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -0.9% |
| 7D | +0.7% | +1.4% | -0.7% | +0.3% |
| 30D | -3.2% | +2.1% | -5.3% | -4.3% |
| 3M | +4.0% | -29.7% | +33.7% | +10.9% |
| 6M | +3.1% | +12.5% | -9.4% | -4.2% |
| YTD | 0.0% | +57.0% | -57.0% | -16.2% |
| 1Y | -1.2% | +103.9% | -105.1% | -24.5% |
| 3Y | +72.5% | +223.6% | -151.1% | +7.0% |
| All | +38.8% | +320.9% | -282.0% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling