+420.1%
HUT vs MTSI
+1,074.5%
-654.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +4.3% |
| 7D | +17.8% | +1.4% | +16.4% | +17.0% |
| 30D | +0.8% | +2.1% | -1.2% | -1.5% |
| 3M | -26.8% | -29.7% | +2.9% | -11.5% |
| 6M | +72.6% | +12.5% | +60.0% | +60.3% |
| YTD | +103.6% | +57.0% | +46.6% | +56.0% |
| 1Y | +265.3% | +103.9% | +161.3% | +144.6% |
| 3Y | +689.4% | +223.6% | +465.8% | +328.8% |
| 5Y | +75.3% | +321.6% | -246.2% | -12.6% |
| All | +420.1% | +1,074.5% | -654.3% | +128.4% |
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 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