+143.0%
HUM vs MTSI
+498.4%
-355.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.4% |
| 7D | +7.7% | +29.1% | -21.4% | +5.3% |
| 30D | +5.8% | -20.4% | +26.2% | +7.3% |
| 3M | +14.3% | -20.9% | +35.3% | +15.7% |
| 6M | +50.9% | -32.3% | +83.1% | +53.8% |
| YTD | +74.9% | +43.5% | +31.4% | +66.1% |
| 1Y | +86.9% | +43.8% | +43.1% | +77.3% |
| 3Y | -6.7% | +218.8% | -225.4% | -19.9% |
| 5Y | +4.8% | +228.3% | -223.6% | -12.0% |
| All | +143.0% | +498.4% | -355.4% | +64.9% |
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