+315.2%
HBAN vs MTSI
+1,085.8%
-770.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -0.1% | -3.8% | +3.7% | +0.1% |
| 30D | +3.4% | -31.4% | +34.8% | +9.4% |
| 3M | -9.1% | -23.8% | +14.6% | -6.4% |
| 6M | +0.1% | -37.1% | +37.2% | +5.3% |
| YTD | -6.0% | +32.2% | -38.2% | -15.5% |
| 1Y | +4.0% | +26.9% | -22.9% | -5.9% |
| 3Y | +74.5% | +193.7% | -119.3% | +30.1% |
| 5Y | +24.3% | +218.0% | -193.7% | -10.4% |
| 10Y | +107.3% | +477.8% | -370.4% | +19.5% |
| All | +315.2% | +1,085.8% | -770.6% | +110.7% |
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