+481.2%
MTSI vs LBRT
-22.5%
+503.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.4% | +5.5% | +9.5% |
| 7D | -10.0% | -29.1% | +19.2% | -1.9% |
| 30D | -37.2% | -38.4% | +1.2% | -29.0% |
| 3M | -30.1% | -40.1% | +10.0% | -20.2% |
| 6M | -31.9% | -62.9% | +31.0% | -14.1% |
| YTD | +23.2% | -34.5% | +57.7% | +35.6% |
| 1Y | +26.4% | -30.2% | +56.6% | +37.0% |
| 3Y | +186.2% | -37.5% | +223.6% | +203.1% |
| 5Y | +187.0% | +7.6% | +179.4% | +157.8% |
| All | +481.2% | -22.5% | +503.7% | +330.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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