-30.1%
MTSI vs LEN
+2.6%
-32.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.1% | +13.9% | +9.2% |
| 7D | -10.0% | +2.1% | -12.1% | -8.8% |
| 30D | -37.2% | +16.6% | -53.8% | -32.1% |
| 3M | -30.1% | +5.3% | -35.4% | -25.9% |
| All | -30.1% | +2.6% | -32.7% | -25.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling