-1.2%
HUM vs MTSI
+208.2%
-209.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.0% | -11.4% | -2.8% |
| 7D | +3.1% | +3.5% | -0.4% | +2.8% |
| 30D | -1.8% | -30.3% | +28.5% | -0.7% |
| 3M | +10.2% | -26.0% | +36.2% | +11.0% |
| 6M | +54.6% | -36.1% | +90.7% | +56.0% |
| YTD | +66.8% | +34.3% | +32.5% | +64.8% |
| 1Y | +70.1% | +35.3% | +34.8% | +67.9% |
| 3Y | -11.3% | +217.6% | -229.0% | -15.8% |
| 5Y | -1.2% | +210.1% | -211.3% | -9.4% |
| All | -1.2% | +208.2% | -209.4% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling