+156.3%
HON vs MTSI
+448.7%
-292.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.8% | -8.9% | +0.4% |
| 7D | +0.8% | -10.0% | +10.8% | +2.1% |
| 30D | +5.7% | -37.2% | +42.9% | +12.4% |
| 3M | -8.3% | -30.1% | +21.7% | -4.7% |
| 6M | -2.4% | -31.9% | +29.5% | +0.6% |
| YTD | +9.0% | +23.2% | -14.2% | +1.4% |
| 1Y | +9.2% | +26.4% | -17.2% | +1.0% |
| 3Y | +26.3% | +186.2% | -159.8% | -1.0% |
| 5Y | +9.1% | +187.0% | -177.9% | -16.3% |
| All | +156.3% | +448.7% | -292.4% | +55.1% |
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