+1,208.8%
MTSI vs LEN
+277.7%
+931.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.9% |
| 7D | +1.4% | -3.2% | +4.6% | +2.7% |
| 30D | +2.1% | -4.9% | +7.0% | +3.7% |
| 3M | -29.7% | -8.5% | -21.2% | -27.7% |
| 6M | +12.5% | -20.7% | +33.2% | +22.3% |
| YTD | +57.0% | -17.4% | +74.4% | +66.9% |
| 1Y | +103.9% | -38.2% | +142.2% | +141.6% |
| 3Y | +223.6% | -24.9% | +248.4% | +238.9% |
| 5Y | +321.6% | -11.4% | +333.0% | +301.5% |
| 10Y | +517.7% | +110.0% | +407.7% | +284.4% |
| All | +1,208.8% | +277.7% | +931.0% | +614.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling