+574.0%
HUBS vs MTSI
+1,085.9%
-511.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.3% | -7.3% | +0.3% |
| 7D | -6.4% | +7.2% | -13.5% | -8.6% |
| 30D | -9.2% | -18.4% | +9.3% | -6.1% |
| 3M | -8.0% | -16.7% | +8.7% | -7.6% |
| 6M | +6.0% | -31.7% | +37.7% | +7.1% |
| YTD | -49.4% | +45.9% | -95.3% | -62.2% |
| 1Y | -48.6% | +47.0% | -95.6% | -61.8% |
| 3Y | -52.7% | +224.1% | -276.8% | -75.0% |
| 5Y | -75.2% | +238.5% | -313.7% | -87.2% |
| 10Y | +250.7% | +512.7% | -262.0% | +31.0% |
| All | +574.0% | +1,085.9% | -511.8% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling