+85.7%
HUM vs MTSI
+41.9%
+43.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.3% | -8.4% | +1.1% |
| 7D | +6.9% | +7.2% | -0.3% | +6.0% |
| 30D | +3.2% | -18.4% | +21.6% | +3.9% |
| 3M | +20.0% | -16.7% | +36.7% | +20.8% |
| 6M | +63.5% | -31.7% | +95.2% | +64.7% |
| YTD | +75.9% | +45.9% | +30.0% | +69.0% |
| 1Y | +85.7% | +47.0% | +38.7% | +76.3% |
| All | +85.7% | +41.9% | +43.8% | +76.3% |
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 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