+5,362.1%
LRCX vs MTSI
+1,004.6%
+4,357.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +10.8% | -2.6% | +3.4% |
| 7D | -16.2% | -10.0% | -6.2% | -11.9% |
| 30D | -39.2% | -37.2% | -2.0% | -25.2% |
| 3M | -34.4% | -30.1% | -4.3% | -23.6% |
| 6M | -32.4% | -31.9% | -0.5% | -19.8% |
| YTD | +17.4% | +23.2% | -5.7% | +8.4% |
| 1Y | +24.2% | +26.4% | -2.2% | +13.6% |
| 3Y | +221.6% | +186.2% | +35.4% | +110.5% |
| 5Y | +245.2% | +187.0% | +58.2% | +126.9% |
| 10Y | +2,310.5% | +460.4% | +1,850.1% | +1,017.5% |
| All | +5,362.1% | +1,004.6% | +4,357.5% | +2,055.7% |
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