+2,050.0%
LLY vs MTSI
+539.0%
+1,510.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | -0.4% |
| 7D | +1.4% | +7.2% | -5.8% | +0.7% |
| 30D | +21.5% | -18.4% | +40.0% | +22.7% |
| 3M | +18.5% | -16.7% | +35.2% | +18.9% |
| 6M | +49.1% | -31.7% | +80.8% | +51.2% |
| YTD | +34.4% | +45.9% | -11.5% | +26.5% |
| 1Y | +46.3% | +47.0% | -0.7% | +37.4% |
| 3Y | +145.5% | +224.1% | -78.6% | +112.5% |
| 5Y | +472.7% | +238.5% | +234.2% | +387.3% |
| 10Y | +2,050.0% | +512.7% | +1,537.2% | +1,561.4% |
| All | +2,050.0% | +539.0% | +1,510.9% | +1,561.4% |
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 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