+438.9%
LLY vs MTSI
+153.3%
+285.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -18.4% | +14.6% | -2.6% |
| 7D | -0.7% | -24.6% | +23.9% | +1.0% |
| 30D | +17.9% | -45.7% | +63.6% | +22.3% |
| 3M | +16.8% | -27.7% | +44.6% | +17.8% |
| 6M | +38.4% | -37.3% | +75.7% | +39.9% |
| YTD | +27.6% | +11.1% | +16.5% | +19.2% |
| 1Y | +48.3% | +27.2% | +21.2% | +35.6% |
| 3Y | +145.4% | +153.7% | -8.3% | +103.5% |
| 5Y | +438.9% | +159.0% | +279.9% | +336.2% |
| All | +438.9% | +153.3% | +285.6% | +336.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling