+4,678.2%
LLY vs MTSI
+1,120.6%
+3,557.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +10.1% | -10.7% | +20.7% | +10.9% |
| 30D | +24.0% | -29.0% | +53.0% | +26.9% |
| 3M | +27.3% | -14.7% | +42.0% | +27.6% |
| 6M | +47.0% | -20.1% | +67.0% | +47.0% |
| YTD | +32.6% | +36.1% | -3.5% | +25.7% |
| 1Y | +57.3% | +61.7% | -4.4% | +46.4% |
| 3Y | +154.9% | +210.7% | -55.7% | +121.3% |
| 5Y | +447.5% | +212.8% | +234.7% | +368.6% |
| 10Y | +2,187.5% | +519.2% | +1,668.3% | +1,615.6% |
| All | +4,678.2% | +1,120.6% | +3,557.6% | +3,246.4% |
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 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