+621.8%
HUBS vs MTSI
+1,001.4%
-379.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.2% | +2.1% |
| 7D | +8.3% | +10.0% | -1.7% | +5.4% |
| 30D | -4.0% | -20.3% | +16.4% | -0.1% |
| 3M | -9.7% | -24.4% | +14.8% | -6.9% |
| 6M | +21.4% | -39.2% | +60.5% | +26.6% |
| YTD | -45.9% | +35.5% | -81.3% | -58.8% |
| 1Y | -44.4% | +43.0% | -87.4% | -58.6% |
| 3Y | -49.7% | +196.3% | -245.9% | -72.8% |
| 5Y | -74.2% | +210.0% | -284.2% | -86.3% |
| 10Y | +275.5% | +469.1% | -193.5% | +42.9% |
| All | +621.8% | +1,001.4% | -379.6% | +134.1% |
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