+1,034.5%
MTSI vs LDOS
+750.4%
+284.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -10.7% | -2.8% | -7.8% | -10.1% |
| 30D | -29.0% | +13.6% | -42.6% | -32.8% |
| 3M | -14.7% | +4.2% | -18.9% | -17.1% |
| 6M | -20.1% | -8.2% | -11.9% | -19.4% |
| YTD | +36.1% | -24.1% | +60.2% | +45.6% |
| 1Y | +61.7% | -31.2% | +93.0% | +80.2% |
| 3Y | +210.7% | +35.0% | +175.7% | +152.3% |
| 5Y | +212.8% | +52.6% | +160.2% | +135.3% |
| 10Y | +519.2% | +261.9% | +257.3% | +229.7% |
| All | +1,034.5% | +750.4% | +284.1% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling