+477.8%
MTSI vs LH
+267.5%
+210.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.4% |
| 7D | -3.8% | +4.8% | -8.6% | -6.0% |
| 30D | -31.4% | +18.8% | -50.2% | -37.6% |
| 3M | -23.8% | +15.7% | -39.4% | -30.0% |
| 6M | -37.1% | +46.7% | -83.7% | -49.8% |
| YTD | +32.2% | +48.9% | -16.7% | +3.9% |
| 1Y | +26.9% | +43.5% | -16.5% | +1.7% |
| 3Y | +193.7% | +86.9% | +106.8% | +95.9% |
| 5Y | +218.0% | +60.4% | +157.7% | +127.8% |
| 10Y | +477.8% | +260.7% | +217.0% | +148.8% |
| All | +477.8% | +267.5% | +210.3% | +148.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling