+35.5%
LULU vs MTSI
+1,308.1%
-1,272.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +3.5% | -20.8% | -18.1% |
| 7D | -16.7% | +1.4% | -18.1% | -17.1% |
| 30D | -18.5% | +2.1% | -20.6% | -19.7% |
| 3M | -19.5% | -29.7% | +10.3% | -15.0% |
| 6M | -41.9% | +12.5% | -54.4% | -45.3% |
| YTD | -51.6% | +57.0% | -108.6% | -58.0% |
| 1Y | -51.2% | +103.9% | -155.1% | -60.4% |
| 3Y | -75.1% | +223.6% | -298.7% | -82.2% |
| 5Y | -74.1% | +321.6% | -395.6% | -82.6% |
| 10Y | +46.7% | +517.7% | -471.0% | -19.0% |
| All | +35.5% | +1,308.1% | -1,272.6% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling