+3,586.8%
LITE vs MTSI
+638.0%
+2,948.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.9% | -7.3% |
| 7D | -31.4% | -10.7% | -20.8% | -26.9% |
| 30D | -42.6% | -29.0% | -13.6% | -30.8% |
| 3M | -26.2% | -14.7% | -11.5% | -18.9% |
| 6M | -35.8% | -20.1% | -15.7% | -26.7% |
| YTD | +70.0% | +36.1% | +33.9% | +52.2% |
| 1Y | +232.7% | +61.7% | +171.0% | +178.0% |
| 3Y | +1,365.7% | +210.7% | +1,155.1% | +855.7% |
| 5Y | +609.5% | +212.8% | +396.6% | +351.6% |
| 10Y | +1,721.9% | +519.2% | +1,202.7% | +668.4% |
| All | +3,586.8% | +638.0% | +2,948.8% | +1,543.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling