+1,402.3%
LITE vs MTSI
+448.7%
+953.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.8% | -5.2% | -0.4% |
| 7D | -35.9% | -10.0% | -25.9% | -31.5% |
| 30D | -51.5% | -37.2% | -14.3% | -36.5% |
| 3M | -35.7% | -30.1% | -5.7% | -20.0% |
| 6M | -43.0% | -31.9% | -11.1% | -28.2% |
| YTD | +46.1% | +23.2% | +22.9% | +37.3% |
| 1Y | +124.7% | +26.4% | +98.3% | +110.9% |
| 3Y | +1,172.1% | +186.2% | +985.9% | +743.2% |
| 5Y | +477.0% | +187.0% | +290.0% | +273.1% |
| All | +1,402.3% | +448.7% | +953.6% | +450.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling