+158.2%
MTSI vs LCID
-93.7%
+251.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -11.6% | -6.8% | -16.9% |
| 7D | -24.6% | -6.9% | -17.7% | -23.7% |
| 30D | -45.7% | -28.4% | -17.4% | -43.5% |
| 3M | -27.7% | -55.5% | +27.8% | -20.4% |
| 6M | -37.3% | -52.3% | +15.0% | -32.8% |
| YTD | +11.1% | -71.8% | +82.9% | +26.6% |
| 1Y | +27.2% | -82.7% | +109.9% | +54.7% |
| All | +158.2% | -93.7% | +251.8% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 3y: compounded portfolio wealth divided by compounded LCID 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…
3y analysis · Full analysis span regression · 6 months rolling