+213.7%
MTSI vs LH
+87.4%
+126.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +29.1% | +2.5% | +26.6% | +28.4% |
| 30D | -20.4% | +18.7% | -39.1% | -23.7% |
| 3M | -20.9% | +15.3% | -36.3% | -23.8% |
| 6M | -32.3% | +45.4% | -77.6% | -39.7% |
| YTD | +43.5% | +49.5% | -6.0% | +25.7% |
| 1Y | +43.8% | +41.4% | +2.4% | +28.9% |
| All | +213.7% | +87.4% | +126.3% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling