+305.5%
HBAN vs MTSI
+1,004.6%
-699.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -2.8% |
| 7D | -2.0% | -10.0% | +8.0% | -0.6% |
| 30D | +2.0% | -37.2% | +39.2% | +9.6% |
| 3M | -10.0% | -30.1% | +20.1% | -5.8% |
| 6M | -5.3% | -31.9% | +26.6% | -2.1% |
| YTD | -8.2% | +23.2% | -31.4% | -16.4% |
| 1Y | +4.2% | +26.4% | -22.2% | -5.8% |
| 3Y | +66.7% | +186.2% | -119.5% | +24.8% |
| 5Y | +21.7% | +187.0% | -165.3% | -10.6% |
| 10Y | +131.2% | +460.4% | -329.2% | +34.0% |
| All | +305.5% | +1,004.6% | -699.1% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling