-66.2%
HUBS vs MTSI
+359.4%
-425.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.4% | -5.3% |
| 7D | -6.2% | +11.1% | -17.3% | -8.8% |
| 30D | +6.6% | -3.7% | +10.3% | +6.5% |
| 3M | +16.4% | -20.2% | +36.7% | +19.6% |
| 6M | -19.7% | +30.8% | -50.6% | -37.1% |
| YTD | -42.6% | +67.0% | -109.7% | -61.8% |
| 1Y | -54.2% | +120.4% | -174.6% | -75.0% |
| 3Y | -57.1% | +260.4% | -317.5% | -85.3% |
| 5Y | -66.2% | +356.3% | -422.5% | -90.5% |
| All | -66.2% | +359.4% | -425.7% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling