+92.6%
HUM vs MTSI
+35.9%
+56.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.8% |
| 7D | +3.7% | +10.0% | -6.2% | +3.0% |
| 30D | +5.5% | -20.3% | +25.9% | +6.5% |
| 3M | +17.1% | -24.4% | +41.6% | +18.6% |
| 6M | +48.3% | -39.2% | +87.5% | +50.5% |
| YTD | +77.4% | +35.5% | +41.9% | +72.9% |
| 1Y | +92.6% | +43.0% | +49.5% | +85.6% |
| All | +92.6% | +35.9% | +56.7% | +85.6% |
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