+158.2%
MTSI vs LDOS
+35.4%
+122.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.1% | -18.4% | -18.4% |
| 7D | -24.6% | -3.7% | -20.9% | -24.5% |
| 30D | -45.7% | +16.4% | -62.1% | -46.4% |
| 3M | -27.7% | +7.4% | -35.2% | -28.3% |
| 6M | -37.3% | -0.3% | -37.0% | -36.6% |
| YTD | +11.1% | -24.0% | +35.2% | +16.6% |
| 1Y | +27.2% | -29.6% | +56.7% | +36.5% |
| All | +158.2% | +35.4% | +122.8% | +102.2% |
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