+1,208.8%
MTSI vs HUBB
+686.3%
+522.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.4% |
| 7D | +1.4% | +0.5% | +0.8% | +0.9% |
| 30D | +2.1% | -10.0% | +12.1% | +10.6% |
| 3M | -29.7% | -4.8% | -25.0% | -26.6% |
| 6M | +12.5% | -5.6% | +18.1% | +17.9% |
| YTD | +57.0% | +4.7% | +52.4% | +52.8% |
| 1Y | +103.9% | +6.7% | +97.2% | +95.8% |
| 3Y | +223.6% | +45.8% | +177.8% | +146.8% |
| 5Y | +321.6% | +145.9% | +175.6% | +114.6% |
| 10Y | +517.7% | +418.6% | +99.1% | +75.4% |
| All | +1,208.8% | +686.3% | +522.4% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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