+789.8%
LMT vs MTSI
+1,308.1%
-518.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.7% |
| 7D | -6.3% | +1.4% | -7.7% | -6.4% |
| 30D | -8.5% | +2.1% | -10.6% | -8.8% |
| 3M | +1.8% | -29.7% | +31.6% | +3.8% |
| 6M | -19.9% | +12.5% | -32.5% | -21.6% |
| YTD | +10.6% | +57.0% | -46.5% | +5.5% |
| 1Y | +17.9% | +103.9% | -86.0% | +10.0% |
| 3Y | +27.0% | +223.6% | -196.6% | +12.1% |
| 5Y | +68.7% | +321.6% | -252.9% | +43.5% |
| 10Y | +181.1% | +517.7% | -336.6% | +111.6% |
| All | +789.8% | +1,308.1% | -518.3% | +512.7% |
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 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