-76.3%
LULU vs MTSI
+359.4%
-435.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.1% | -7.5% | -4.5% |
| 7D | -16.9% | +11.1% | -28.0% | -19.5% |
| 30D | -22.0% | -3.7% | -18.3% | -22.0% |
| 3M | -17.8% | -20.2% | +2.4% | -14.6% |
| 6M | -41.3% | +30.8% | -72.1% | -49.7% |
| YTD | -52.0% | +67.0% | -119.1% | -63.3% |
| 1Y | -39.8% | +120.4% | -160.3% | -59.8% |
| 3Y | -74.8% | +260.4% | -335.2% | -87.7% |
| 5Y | -76.3% | +356.3% | -432.6% | -90.5% |
| All | -76.3% | +359.4% | -435.7% | -90.5% |
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