+19.8%
LMT vs MTSI
+110.2%
-90.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +2.1% |
| 7D | -1.5% | +4.9% | -6.4% | -1.5% |
| 30D | -8.2% | -11.6% | +3.3% | -8.4% |
| 3M | +3.7% | -24.1% | +27.8% | +2.9% |
| 6M | -19.2% | +32.4% | -51.6% | -21.6% |
| YTD | +12.9% | +60.4% | -47.6% | +9.6% |
| 1Y | +19.8% | +111.0% | -91.2% | +15.9% |
| All | +19.8% | +110.2% | -90.4% | +15.9% |
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