+103.7%
LMT vs MTSI
+231.3%
-127.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -1.0% |
| 7D | +4.8% | +29.1% | -24.3% | +4.8% |
| 30D | +19.9% | -20.4% | +40.3% | +19.9% |
| 3M | +0.2% | -20.9% | +21.1% | +0.2% |
| 6M | +17.4% | -32.3% | +49.7% | +17.3% |
| YTD | +27.2% | +43.5% | -16.3% | +24.7% |
| 1Y | +35.6% | +43.8% | -8.2% | +33.0% |
| 3Y | +47.1% | +218.8% | -171.7% | +39.4% |
| 5Y | +103.7% | +228.3% | -124.7% | +85.7% |
| All | +103.7% | +231.3% | -127.6% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling