+103.9%
MTSI vs LH
+20.0%
+83.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.2% |
| 7D | +1.4% | -2.5% | +3.8% | +1.0% |
| 30D | +2.1% | +4.3% | -2.3% | +2.6% |
| 3M | -29.7% | +25.5% | -55.3% | -27.2% |
| 6M | +12.5% | +17.0% | -4.4% | +16.1% |
| YTD | +57.0% | +31.3% | +25.8% | +65.0% |
| 1Y | +103.9% | +20.0% | +83.9% | +113.0% |
| All | +103.9% | +20.0% | +83.9% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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