+722.6%
HUBS vs MTSI
+1,176.5%
-453.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -3.9% |
| 7D | -5.0% | +1.4% | -6.4% | -5.4% |
| 30D | -1.0% | +2.1% | -3.1% | -4.1% |
| 3M | +12.4% | -29.7% | +42.1% | +18.6% |
| 6M | -11.1% | +12.5% | -23.7% | -22.8% |
| YTD | -38.3% | +57.0% | -95.3% | -53.1% |
| 1Y | -46.7% | +103.9% | -150.6% | -64.0% |
| 3Y | -55.1% | +223.6% | -278.7% | -75.3% |
| 5Y | -64.8% | +321.6% | -386.4% | -82.3% |
| 10Y | +334.3% | +517.7% | -183.4% | +67.3% |
| All | +722.6% | +1,176.5% | -453.9% | +166.3% |
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 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