-55.2%
HUBS vs MTSI
+241.4%
-296.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -2.9% |
| 7D | -4.3% | +4.9% | -9.1% | -4.3% |
| 30D | +14.2% | -11.6% | +25.8% | +14.3% |
| 3M | +15.5% | -24.1% | +39.6% | +18.0% |
| 6M | -18.9% | +32.4% | -51.4% | -29.0% |
| YTD | -40.1% | +60.4% | -100.5% | -51.9% |
| 1Y | -51.8% | +111.0% | -162.8% | -66.0% |
| 3Y | -55.2% | +246.1% | -301.4% | -77.3% |
| All | -55.2% | +241.4% | -296.6% | -77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling