+72.0%
LMT vs MTSI
+320.9%
-248.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.5% |
| 7D | -6.3% | +1.4% | -7.7% | -6.3% |
| 30D | -8.5% | +2.1% | -10.6% | -8.6% |
| 3M | +1.8% | -29.7% | +31.6% | +2.2% |
| 6M | -19.9% | +12.5% | -32.5% | -20.8% |
| YTD | +10.6% | +57.0% | -46.5% | +8.4% |
| 1Y | +17.9% | +103.9% | -86.0% | +14.8% |
| 3Y | +27.0% | +223.6% | -196.6% | +20.0% |
| All | +72.0% | +320.9% | -248.9% | +53.1% |
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 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