+31.7%
HUM vs MTSI
+110.2%
-78.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.3% |
| 7D | +2.1% | +4.9% | -2.8% | +1.9% |
| 30D | +4.7% | -11.6% | +16.3% | +5.1% |
| 3M | +13.5% | -24.1% | +37.6% | +13.7% |
| 6M | +126.7% | +32.4% | +94.3% | +124.7% |
| YTD | +58.5% | +60.4% | -1.9% | +58.7% |
| 1Y | +31.7% | +111.0% | -79.2% | +29.5% |
| All | +31.7% | +110.2% | -78.5% | +29.5% |
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