+8,274.7%
LRCX vs MTSI
+1,308.1%
+6,966.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.7% | +3.6% |
| 7D | +1.9% | +1.4% | +0.5% | +1.3% |
| 30D | +0.1% | +2.1% | -2.0% | -1.6% |
| 3M | -8.5% | -29.7% | +21.2% | +7.7% |
| 6M | +38.1% | +12.5% | +25.5% | +32.6% |
| YTD | +80.1% | +57.0% | +23.0% | +49.9% |
| 1Y | +208.1% | +103.9% | +104.1% | +129.6% |
| 3Y | +350.2% | +223.6% | +126.6% | +178.0% |
| 5Y | +430.7% | +321.6% | +109.1% | +200.3% |
| 10Y | +3,633.2% | +517.7% | +3,115.5% | +1,506.7% |
| All | +8,274.7% | +1,308.1% | +6,966.6% | +2,880.6% |
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