+477.8%
MTSI vs LEN
+147.0%
+330.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.8% | +0.6% |
| 7D | -3.8% | +0.7% | -4.5% | -4.3% |
| 30D | -31.4% | +13.0% | -44.4% | -36.0% |
| 3M | -23.8% | +1.9% | -25.6% | -26.4% |
| 6M | -37.1% | -0.7% | -36.3% | -39.0% |
| YTD | +32.2% | -13.8% | +46.0% | +35.3% |
| 1Y | +26.9% | -28.1% | +55.0% | +39.9% |
| 3Y | +193.7% | -22.8% | +216.6% | +196.9% |
| 5Y | +218.0% | -7.4% | +225.4% | +185.4% |
| 10Y | +477.8% | +143.7% | +334.1% | +192.2% |
| All | +477.8% | +147.0% | +330.8% | +192.2% |
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