+243.9%
LRCX vs MTSI
+203.6%
+40.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.2% | +0.5% |
| 7D | +12.7% | +10.0% | +2.7% | +5.4% |
| 30D | -21.3% | -20.3% | -0.9% | -8.8% |
| 3M | -32.9% | -24.4% | -8.5% | -21.0% |
| 6M | -23.4% | -39.2% | +15.8% | +4.9% |
| YTD | +32.4% | +35.5% | -3.1% | +5.0% |
| 1Y | +48.0% | +43.0% | +5.0% | +13.3% |
| 3Y | +243.9% | +196.3% | +47.7% | +45.2% |
| All | +243.9% | +203.6% | +40.4% | +45.2% |
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