+216.2%
MTSI vs LDOS
+35.2%
+180.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -10.7% | -2.8% | -7.8% | -10.6% |
| 30D | -29.0% | +13.6% | -42.6% | -29.8% |
| 3M | -14.7% | +4.2% | -18.9% | -15.1% |
| 6M | -20.1% | -8.2% | -11.9% | -18.2% |
| YTD | +36.1% | -24.1% | +60.2% | +42.8% |
| 1Y | +61.7% | -31.2% | +93.0% | +74.7% |
| All | +216.2% | +35.2% | +180.9% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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