+48.5%
LMT vs MTSI
+226.9%
-178.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.3% | -9.2% | +1.3% |
| 7D | +2.5% | +7.2% | -4.7% | +2.7% |
| 30D | +19.2% | -18.4% | +37.6% | +18.8% |
| 3M | +2.7% | -16.7% | +19.4% | +2.4% |
| 6M | +20.6% | -31.7% | +52.3% | +19.9% |
| YTD | +28.4% | +45.9% | -17.5% | +27.2% |
| 1Y | +36.9% | +47.0% | -10.1% | +35.6% |
| All | +48.5% | +226.9% | -178.4% | +50.1% |
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