+3,773.0%
LLY vs MTSI
+1,308.1%
+2,464.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.2% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | -1.6% | +2.1% | -3.7% | -2.1% |
| 3M | +2.3% | -29.7% | +32.0% | +4.6% |
| 6M | +14.9% | +12.5% | +2.4% | +12.1% |
| YTD | +7.5% | +57.0% | -49.6% | +1.4% |
| 1Y | +55.7% | +103.9% | -48.2% | +42.9% |
| 3Y | +110.6% | +223.6% | -113.0% | +83.4% |
| 5Y | +363.4% | +321.6% | +41.9% | +289.6% |
| 10Y | +1,649.0% | +517.7% | +1,131.3% | +1,222.0% |
| All | +3,773.0% | +1,308.1% | +2,464.9% | +2,599.8% |
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