+424.4%
MTSI vs LBRT
-26.4%
+450.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -13.7% | -4.7% | -15.0% |
| 7D | -24.6% | -34.8% | +10.2% | -16.2% |
| 30D | -45.7% | -43.6% | -2.1% | -37.3% |
| 3M | -27.7% | -41.2% | +13.5% | -17.1% |
| 6M | -37.3% | -66.1% | +28.8% | -19.3% |
| YTD | +11.1% | -37.9% | +49.0% | +23.8% |
| 1Y | +27.2% | -33.9% | +61.1% | +39.6% |
| 3Y | +153.7% | -40.9% | +194.5% | +172.2% |
| 5Y | +159.0% | +2.1% | +156.9% | +135.4% |
| All | +424.4% | -26.4% | +450.8% | +293.1% |
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