+860.7%
LMT vs MTSI
+1,004.6%
-143.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.4% | -2.3% |
| 7D | -11.0% | -10.0% | -1.0% | -10.5% |
| 30D | +13.6% | -37.2% | +50.8% | +16.5% |
| 3M | -2.1% | -30.1% | +28.0% | -0.6% |
| 6M | +11.7% | -31.9% | +43.6% | +12.8% |
| YTD | +19.4% | +23.2% | -3.8% | +14.9% |
| 1Y | +24.1% | +26.4% | -2.3% | +19.1% |
| 3Y | +36.2% | +186.2% | -150.0% | +20.1% |
| 5Y | +90.7% | +187.0% | -96.3% | +65.9% |
| 10Y | +212.5% | +460.4% | -247.9% | +134.4% |
| All | +860.7% | +1,004.6% | -143.9% | +567.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling