+5.4%
HON vs MTSI
+320.9%
-315.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.4% |
| 7D | -3.6% | +1.4% | -5.0% | -3.8% |
| 30D | -15.3% | +2.1% | -17.4% | -15.9% |
| 3M | -7.9% | -29.7% | +21.8% | -3.3% |
| 6M | -18.1% | +12.5% | -30.6% | -21.8% |
| YTD | +3.8% | +57.0% | -53.2% | -7.4% |
| 1Y | +0.5% | +103.9% | -103.4% | -15.8% |
| 3Y | +19.8% | +223.6% | -203.8% | -14.2% |
| All | +5.4% | +320.9% | -315.5% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling