+542.2%
MTSI vs LBRT
-14.8%
+557.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -11.2% | +10.2% | +1.7% |
| 7D | -10.7% | -25.3% | +14.7% | -4.4% |
| 30D | -29.0% | -32.9% | +3.9% | -21.7% |
| 3M | -14.7% | -33.3% | +18.6% | -5.6% |
| 6M | -20.1% | -61.0% | +40.9% | -1.1% |
| YTD | +36.1% | -28.0% | +64.1% | +45.6% |
| 1Y | +61.7% | -21.5% | +83.3% | +69.6% |
| 3Y | +210.7% | -31.5% | +242.2% | +220.1% |
| 5Y | +212.8% | +12.3% | +200.5% | +176.1% |
| All | +542.2% | -14.8% | +557.0% | +362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling