+17.9%
LMT vs MTSI
+105.1%
-87.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.4% |
| 7D | -6.3% | +1.4% | -7.7% | -6.3% |
| 30D | -8.5% | +2.1% | -10.6% | -8.6% |
| 3M | +1.8% | -29.7% | +31.6% | +1.1% |
| 6M | -19.9% | +12.5% | -32.5% | -21.7% |
| YTD | +10.6% | +57.0% | -46.5% | +7.5% |
| 1Y | +17.9% | +103.9% | -86.0% | +14.5% |
| All | +17.9% | +105.1% | -87.1% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling