+124.7%
LITE vs MTSI
+38.8%
+85.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.8% | -5.2% | -4.4% |
| 7D | -35.9% | -10.0% | -25.9% | -29.0% |
| 30D | -51.5% | -37.2% | -14.3% | -25.4% |
| 3M | -35.7% | -30.1% | -5.7% | -10.3% |
| 6M | -43.0% | -31.9% | -11.1% | -21.8% |
| YTD | +46.1% | +23.2% | +22.9% | +8.8% |
| 1Y | +124.7% | +26.4% | +98.3% | +62.4% |
| All | +124.7% | +38.8% | +85.9% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling