-52.9%
HUBS vs MTSI
+118.5%
-171.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.4% | -2.4% |
| 7D | -6.2% | +11.1% | -17.3% | -1.6% |
| 30D | +6.6% | -3.7% | +10.3% | +6.1% |
| 3M | +16.4% | -20.2% | +36.7% | +14.8% |
| 6M | -19.7% | +30.8% | -50.6% | -11.2% |
| YTD | -42.6% | +67.0% | -109.7% | -34.7% |
| All | -52.9% | +118.5% | -171.4% | -46.0% |
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