+285.4%
HUBS vs MTSI
+498.4%
-213.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +6.8% |
| 7D | +5.3% | +29.1% | -23.8% | -1.8% |
| 30D | -2.5% | -20.4% | +17.9% | +1.5% |
| 3M | +2.7% | -20.9% | +23.6% | +4.7% |
| 6M | +20.2% | -32.3% | +52.4% | +21.5% |
| YTD | -46.2% | +43.5% | -89.7% | -60.0% |
| 1Y | -45.3% | +43.8% | -89.1% | -59.6% |
| 3Y | -49.7% | +218.8% | -268.4% | -74.1% |
| 5Y | -74.3% | +228.3% | -302.7% | -87.0% |
| All | +285.4% | +498.4% | -213.0% | +36.7% |
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