-12.8%
LULU vs MTSI
-38.3%
+25.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +0.5% |
| 7D | -4.6% | +10.0% | -14.6% | -3.6% |
| 30D | +12.3% | -20.3% | +32.6% | +10.1% |
| 3M | -11.6% | -24.4% | +12.8% | -12.7% |
| 6M | -12.8% | -39.2% | +26.3% | -14.6% |
| All | -12.8% | -38.3% | +25.4% | -14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling