-11.8%
HUM vs MTSI
+231.8%
-243.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.3% |
| 7D | +4.2% | +1.4% | +2.8% | +4.1% |
| 30D | +10.4% | +2.1% | +8.3% | +10.4% |
| 3M | +15.1% | -29.7% | +44.8% | +15.3% |
| 6M | +120.9% | +12.5% | +108.4% | +120.2% |
| YTD | +57.9% | +57.0% | +0.9% | +57.7% |
| 1Y | +30.6% | +103.9% | -73.4% | +30.1% |
| All | -11.8% | +231.8% | -243.6% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling