+146.7%
HUM vs MTSI
+571.2%
-424.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.1% |
| 7D | -0.2% | +11.1% | -11.3% | -1.2% |
| 30D | +3.7% | -3.7% | +7.4% | +3.9% |
| 3M | +10.4% | -20.2% | +30.6% | +12.0% |
| 6M | +125.7% | +30.8% | +94.9% | +118.3% |
| YTD | +57.3% | +67.0% | -9.7% | +48.4% |
| 1Y | +48.6% | +120.4% | -71.8% | +36.1% |
| 3Y | -11.3% | +260.4% | -271.7% | -24.3% |
| 5Y | +0.8% | +356.3% | -355.4% | -17.7% |
| 10Y | +146.7% | +581.1% | -434.4% | +59.7% |
| All | +146.7% | +571.2% | -424.5% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling