+1,115.9%
MTSI vs LEN
+292.7%
+823.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.7% | +10.5% |
| 7D | +7.2% | -6.4% | +13.5% | +9.8% |
| 30D | -18.4% | +15.6% | -34.1% | -24.4% |
| 3M | -16.7% | -0.8% | -15.9% | -18.5% |
| 6M | -31.7% | +0.4% | -32.1% | -33.9% |
| YTD | +45.9% | -14.1% | +60.0% | +49.2% |
| 1Y | +47.0% | -29.6% | +76.6% | +62.4% |
| 3Y | +224.1% | -23.1% | +247.2% | +229.7% |
| 5Y | +238.5% | -8.9% | +247.4% | +212.1% |
| 10Y | +512.7% | +146.2% | +366.5% | +253.5% |
| All | +1,115.9% | +292.7% | +823.2% | +539.3% |
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 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