+61.7%
MTSI vs LH
+44.2%
+17.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -0.4% |
| 7D | -10.7% | +2.1% | -12.7% | -10.3% |
| 30D | -29.0% | +19.2% | -48.1% | -26.7% |
| 3M | -14.7% | +18.0% | -32.7% | -12.2% |
| 6M | -20.1% | +46.1% | -66.2% | -15.8% |
| YTD | +36.1% | +47.7% | -11.6% | +47.3% |
| 1Y | +61.7% | +47.2% | +14.5% | +77.6% |
| All | +61.7% | +44.2% | +17.5% | +77.6% |
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