+50.0%
LULU vs MTSI
+561.3%
-511.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | -1.6% | +2.2% | -3.8% | -2.1% |
| 30D | -18.1% | -11.5% | -6.6% | -16.5% |
| 3M | -18.8% | -26.6% | +7.9% | -14.8% |
| 6M | -39.2% | +23.5% | -62.7% | -44.4% |
| YTD | -52.4% | +60.5% | -112.9% | -59.6% |
| 1Y | -40.3% | +109.7% | -150.0% | -53.2% |
| 3Y | -75.1% | +247.8% | -322.9% | -83.2% |
| 5Y | -76.7% | +328.4% | -405.1% | -85.3% |
| All | +50.0% | +561.3% | -511.3% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling