+183.6%
MTSI vs LH
+62.5%
+121.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.9% | +9.9% | +10.5% |
| 7D | -10.0% | +1.4% | -11.4% | -10.4% |
| 30D | -37.2% | +17.5% | -54.7% | -41.1% |
| 3M | -30.1% | +16.1% | -46.1% | -34.3% |
| 6M | -31.9% | +43.4% | -75.3% | -42.1% |
| YTD | +23.2% | +47.2% | -24.0% | +2.9% |
| 1Y | +26.4% | +50.1% | -23.7% | +4.3% |
| 3Y | +186.2% | +81.2% | +105.0% | +107.9% |
| All | +183.6% | +62.5% | +121.0% | +107.2% |
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