-40.9%
LULU vs MTSI
+108.0%
-148.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +1.9% | -3.0% |
| 7D | -20.4% | +4.8% | -25.2% | -20.3% |
| 30D | -22.9% | -9.2% | -13.7% | -22.9% |
| 3M | -18.5% | -23.1% | +4.6% | -18.7% |
| 6M | -41.8% | +23.5% | -65.3% | -42.8% |
| YTD | -53.4% | +59.1% | -112.4% | -54.3% |
| 1Y | -40.9% | +106.9% | -147.7% | -44.7% |
| All | -40.9% | +108.0% | -148.9% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling