+2,080.1%
LLY vs MTSI
+465.0%
+1,615.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.8% | +1.7% |
| 7D | +6.7% | +10.0% | -3.3% | +6.0% |
| 30D | +19.6% | -20.3% | +39.9% | +20.9% |
| 3M | +19.7% | -24.4% | +44.1% | +21.0% |
| 6M | +42.7% | -39.2% | +81.9% | +46.1% |
| YTD | +35.1% | +35.5% | -0.4% | +27.8% |
| 1Y | +42.2% | +43.0% | -0.9% | +33.6% |
| 3Y | +140.8% | +196.3% | -55.5% | +109.7% |
| 5Y | +480.6% | +210.0% | +270.5% | +397.1% |
| All | +2,080.1% | +465.0% | +1,615.1% | +1,596.0% |
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