+205.2%
LMT vs MTSI
+454.4%
-249.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.1% | +2.6% |
| 7D | -5.6% | -3.8% | -1.8% | -5.5% |
| 30D | +18.4% | -31.4% | +49.7% | +20.4% |
| 3M | +0.6% | -23.8% | +24.4% | +1.5% |
| 6M | +20.6% | -37.1% | +57.7% | +22.4% |
| YTD | +27.0% | +32.2% | -5.3% | +22.0% |
| 1Y | +36.9% | +26.9% | +9.9% | +31.7% |
| 3Y | +46.9% | +193.7% | -146.9% | +30.3% |
| 5Y | +104.2% | +218.0% | -113.8% | +77.5% |
| 10Y | +205.2% | +477.8% | -272.5% | +130.5% |
| All | +205.2% | +454.4% | -249.2% | +130.5% |
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 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