+474.0%
HUM vs MTSI
+1,085.8%
-611.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.6% |
| 7D | +4.8% | -3.8% | +8.7% | +4.9% |
| 30D | +1.6% | -31.4% | +33.0% | +4.7% |
| 3M | +13.8% | -23.8% | +37.6% | +15.7% |
| 6M | +60.0% | -37.1% | +97.1% | +64.5% |
| YTD | +72.7% | +32.2% | +40.4% | +64.6% |
| 1Y | +86.1% | +26.9% | +59.2% | +77.9% |
| 3Y | -7.8% | +193.7% | -201.6% | -21.0% |
| 5Y | +2.7% | +218.0% | -215.3% | -14.3% |
| 10Y | +147.3% | +477.8% | -330.5% | +71.8% |
| All | +474.0% | +1,085.8% | -611.8% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling