-80.4%
LYFT vs MTSI
+1,551.1%
-1,631.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | -8.4% | +2.2% | -10.6% | -9.5% |
| 30D | -7.6% | -11.5% | +3.9% | -4.0% |
| 3M | +11.7% | -26.6% | +38.4% | +22.2% |
| 6M | +15.1% | +23.5% | -8.4% | -3.9% |
| YTD | -20.9% | +60.5% | -81.4% | -42.8% |
| 1Y | -16.4% | +109.7% | -126.1% | -47.3% |
| 3Y | +35.2% | +247.8% | -212.6% | -35.5% |
| 5Y | -69.4% | +328.4% | -397.8% | -87.0% |
| All | -80.4% | +1,551.1% | -1,631.5% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling