0.0%
HON vs MTSI
+110.2%
-110.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.8% |
| 7D | -0.8% | +4.9% | -5.7% | -1.2% |
| 30D | -15.2% | -11.6% | -3.6% | -14.6% |
| 3M | -6.0% | -24.1% | +18.1% | -4.5% |
| 6M | -14.9% | +32.4% | -47.3% | -17.3% |
| YTD | +3.2% | +60.4% | -57.3% | -0.3% |
| 1Y | 0.0% | +111.0% | -111.0% | -5.9% |
| All | 0.0% | +110.2% | -110.2% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling