+2,331.0%
LITE vs MTSI
+514.0%
+1,817.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +2.1% |
| 7D | -1.5% | +1.4% | -2.9% | -2.3% |
| 30D | +6.7% | +2.1% | +4.6% | +5.6% |
| 3M | -6.8% | -29.7% | +23.0% | +14.0% |
| 6M | +29.4% | +12.5% | +16.9% | +24.1% |
| YTD | +139.1% | +57.0% | +82.1% | +93.5% |
| 1Y | +521.0% | +103.9% | +417.1% | +347.2% |
| 3Y | +1,535.3% | +223.6% | +1,311.7% | +881.3% |
| 5Y | +889.8% | +321.6% | +568.3% | +420.0% |
| All | +2,331.0% | +514.0% | +1,817.0% | +799.2% |
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 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