+28.9%
MTSI vs LEN
-22.9%
+51.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.2% | +5.8% | +9.0% |
| 7D | +3.5% | +0.6% | +2.9% | +3.5% |
| 30D | -30.3% | +19.4% | -49.7% | -31.2% |
| 3M | -26.0% | +4.5% | -30.5% | -25.1% |
| 6M | -36.1% | +4.9% | -41.0% | -35.4% |
| YTD | +34.3% | -8.9% | +43.2% | +41.3% |
| All | +28.9% | -22.9% | +51.8% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling