+1,321.8%
LITE vs MTSI
+395.1%
+926.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -18.4% | -0.3% | -8.4% |
| 7D | -44.6% | -24.6% | -20.0% | -34.4% |
| 30D | -55.0% | -45.7% | -9.3% | -36.0% |
| 3M | -38.3% | -27.7% | -10.6% | -24.8% |
| 6M | -48.8% | -37.3% | -11.5% | -32.4% |
| YTD | +38.3% | +11.1% | +27.1% | +37.8% |
| 1Y | +119.0% | +27.2% | +91.8% | +106.0% |
| 3Y | +1,092.0% | +153.7% | +938.3% | +744.6% |
| 5Y | +446.1% | +159.0% | +287.1% | +274.7% |
| All | +1,321.8% | +395.1% | +926.7% | +452.8% |
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