+206.9%
MTSI vs LH
+54.7%
+152.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.4% |
| 7D | +10.0% | +1.1% | +8.9% | +9.6% |
| 30D | -20.3% | +16.7% | -37.1% | -25.1% |
| 3M | -24.4% | +15.1% | -39.5% | -28.8% |
| 6M | -39.2% | +46.3% | -85.5% | -48.8% |
| YTD | +35.5% | +48.8% | -13.3% | +12.3% |
| 1Y | +43.0% | +39.7% | +3.3% | +22.3% |
| 3Y | +196.3% | +87.0% | +109.2% | +110.2% |
| All | +206.9% | +54.7% | +152.2% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling