-45.3%
HUBS vs MTSI
+43.1%
-88.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +5.8% |
| 7D | +5.3% | +29.1% | -23.8% | +15.9% |
| 30D | -2.5% | -20.4% | +17.9% | -11.2% |
| 3M | +2.7% | -20.9% | +23.6% | -3.9% |
| 6M | +20.2% | -32.3% | +52.4% | +14.4% |
| YTD | -46.2% | +43.5% | -89.7% | -45.4% |
| 1Y | -45.3% | +43.8% | -89.1% | -44.3% |
| All | -45.3% | +43.1% | -88.4% | -44.3% |
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