+304.9%
HUBS vs MTSI
+555.4%
-250.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -1.5% |
| 7D | -12.4% | +4.8% | -17.2% | -13.7% |
| 30D | +1.4% | -9.2% | +10.5% | +3.0% |
| 3M | +16.0% | -23.1% | +39.1% | +19.2% |
| 6M | -17.0% | +23.5% | -40.5% | -30.3% |
| YTD | -44.3% | +59.1% | -103.3% | -58.3% |
| 1Y | -54.3% | +106.9% | -161.2% | -69.8% |
| 3Y | -58.4% | +243.2% | -301.5% | -78.2% |
| 5Y | -66.7% | +324.5% | -391.2% | -83.8% |
| All | +304.9% | +555.4% | -250.4% | +43.1% |
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