+451.3%
MTSI vs LEN
+148.4%
+302.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.1% | +13.9% | +12.1% |
| 7D | -10.0% | +2.1% | -12.1% | -11.3% |
| 30D | -37.2% | +16.6% | -53.8% | -42.2% |
| 3M | -30.1% | +5.3% | -35.4% | -33.3% |
| 6M | -31.9% | -0.8% | -31.1% | -34.0% |
| YTD | +23.2% | -11.7% | +34.9% | +24.8% |
| 1Y | +26.4% | -24.6% | +51.0% | +36.5% |
| 3Y | +186.2% | -18.7% | +204.8% | +182.6% |
| 5Y | +187.0% | -4.4% | +191.5% | +154.2% |
| All | +451.3% | +148.4% | +302.9% | +190.4% |
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