+451.3%
MTSI vs LH
+263.9%
+187.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.9% | +9.9% | +10.4% |
| 7D | -10.0% | +1.4% | -11.4% | -10.5% |
| 30D | -37.2% | +17.5% | -54.7% | -42.5% |
| 3M | -30.1% | +16.1% | -46.1% | -35.8% |
| 6M | -31.9% | +43.4% | -75.3% | -44.9% |
| YTD | +23.2% | +47.2% | -24.0% | -2.4% |
| 1Y | +26.4% | +50.1% | -23.7% | -1.2% |
| 3Y | +186.2% | +81.2% | +105.0% | +95.2% |
| 5Y | +187.0% | +63.7% | +123.3% | +103.3% |
| All | +451.3% | +263.9% | +187.4% | +167.7% |
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