+36.2%
LMT vs MTSI
+181.3%
-145.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.4% | -1.4% |
| 7D | -11.0% | -10.0% | -1.0% | -11.1% |
| 30D | +13.6% | -37.2% | +50.8% | +12.9% |
| 3M | -2.1% | -30.1% | +28.0% | -2.6% |
| 6M | +11.7% | -31.9% | +43.6% | +10.6% |
| YTD | +19.4% | +23.2% | -3.8% | +17.8% |
| 1Y | +24.1% | +26.4% | -2.3% | +22.5% |
| 3Y | +36.2% | +186.2% | -150.0% | +33.8% |
| All | +36.2% | +181.3% | -145.2% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling