-77.1%
LULU vs MTSI
+206.4%
-283.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +2.3% |
| 7D | -4.6% | +10.0% | -14.6% | -6.9% |
| 30D | +12.3% | -20.3% | +32.6% | +16.1% |
| 3M | -11.6% | -24.4% | +12.8% | -8.9% |
| 6M | -12.8% | -39.2% | +26.3% | -6.2% |
| YTD | -49.2% | +35.5% | -84.6% | -60.2% |
| 1Y | -37.7% | +43.0% | -80.8% | -52.7% |
| 3Y | -74.7% | +196.3% | -270.9% | -87.3% |
| All | -77.1% | +206.4% | -283.5% | -89.8% |
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