-80.8%
LYFT vs MTSI
+1,536.2%
-1,617.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +2.7% |
| 7D | -13.1% | +4.8% | -17.9% | -15.1% |
| 30D | -14.4% | -9.2% | -5.2% | -12.2% |
| 3M | +12.2% | -23.1% | +35.3% | +20.1% |
| 6M | +13.4% | +23.5% | -10.1% | -5.4% |
| YTD | -22.5% | +59.1% | -81.5% | -43.7% |
| 1Y | -20.8% | +106.9% | -127.6% | -49.8% |
| 3Y | +38.8% | +243.2% | -204.3% | -33.4% |
| 5Y | -70.0% | +324.5% | -394.5% | -87.2% |
| All | -80.8% | +1,536.2% | -1,617.0% | -94.8% |
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 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