+446.3%
LRCX vs MTSI
+320.9%
+125.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.7% | +2.6% |
| 7D | +1.9% | +1.4% | +0.5% | +0.9% |
| 30D | +0.1% | +2.1% | -2.0% | -3.5% |
| 3M | -8.5% | -29.7% | +21.2% | +18.7% |
| 6M | +38.1% | +12.5% | +25.5% | +25.0% |
| YTD | +80.1% | +57.0% | +23.0% | +26.4% |
| 1Y | +208.1% | +103.9% | +104.1% | +75.8% |
| 3Y | +350.2% | +223.6% | +126.6% | +65.0% |
| All | +446.3% | +320.9% | +125.5% | +52.0% |
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