+28.9%
MTSI vs LBRT
-25.2%
+54.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.1% | +0.9% | +4.9% |
| 7D | +3.5% | -11.9% | +15.4% | +9.9% |
| 30D | -30.3% | -31.9% | +1.6% | -17.1% |
| 3M | -26.0% | -34.9% | +8.9% | -9.8% |
| 6M | -36.1% | -60.7% | +24.6% | -11.4% |
| YTD | +34.3% | -29.2% | +63.5% | +48.6% |
| All | +28.9% | -25.2% | +54.1% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling