+468.8%
MTSI vs LEN
+136.9%
+331.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +10.0% | -5.8% | +15.8% | +12.7% |
| 30D | -20.3% | +13.7% | -34.1% | -26.1% |
| 3M | -24.4% | -3.9% | -20.6% | -25.2% |
| 6M | -39.2% | -0.4% | -38.8% | -41.2% |
| YTD | +35.5% | -16.8% | +52.3% | +40.6% |
| 1Y | +43.0% | -29.5% | +72.5% | +58.8% |
| 3Y | +196.3% | -25.6% | +221.8% | +203.8% |
| 5Y | +210.0% | -13.2% | +223.3% | +185.9% |
| All | +468.8% | +136.9% | +331.9% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling