+206.9%
MTSI vs LEN
-13.2%
+220.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +10.0% | -5.8% | +15.8% | +12.1% |
| 30D | -20.3% | +13.7% | -34.1% | -25.2% |
| 3M | -24.4% | -3.9% | -20.6% | -24.8% |
| 6M | -39.2% | -0.4% | -38.8% | -40.8% |
| YTD | +35.5% | -16.8% | +52.3% | +40.8% |
| 1Y | +43.0% | -29.5% | +72.5% | +58.3% |
| 3Y | +196.3% | -25.6% | +221.8% | +195.5% |
| All | +206.9% | -13.2% | +220.1% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling