+50.0%
HUM vs MTSI
+59.5%
-9.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +1.6% | -10.7% | +12.2% | +1.9% |
| 30D | +3.5% | -29.0% | +32.5% | +4.6% |
| 3M | +15.5% | -14.7% | +30.2% | +16.4% |
| 6M | +76.2% | -20.1% | +96.3% | +77.3% |
| YTD | +64.5% | +36.1% | +28.4% | +74.9% |
| 1Y | +50.0% | +61.7% | -11.7% | +66.6% |
| All | +50.0% | +59.5% | -9.5% | +66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling