+161.3%
HON vs MTSI
+454.4%
-293.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +1.9% | -3.8% | +5.7% | +2.2% |
| 30D | +9.9% | -31.4% | +41.2% | +15.2% |
| 3M | -5.8% | -23.8% | +18.0% | -3.3% |
| 6M | +3.0% | -37.1% | +40.0% | +7.7% |
| YTD | +13.1% | +32.2% | -19.2% | +4.1% |
| 1Y | +13.2% | +26.9% | -13.8% | +4.7% |
| 3Y | +30.8% | +193.7% | -162.9% | +2.2% |
| 5Y | +13.0% | +218.0% | -205.0% | -14.7% |
| 10Y | +161.3% | +477.8% | -316.5% | +56.1% |
| All | +161.3% | +454.4% | -293.1% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling