+1,208.8%
MTSI vs LH
+344.6%
+864.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.2% |
| 7D | +1.4% | -2.5% | +3.8% | +2.7% |
| 30D | +2.1% | +4.3% | -2.3% | -0.4% |
| 3M | -29.7% | +25.5% | -55.3% | -38.6% |
| 6M | +12.5% | +17.0% | -4.4% | +2.1% |
| YTD | +57.0% | +31.3% | +25.8% | +32.9% |
| 1Y | +103.9% | +20.0% | +83.9% | +79.9% |
| 3Y | +223.6% | +63.9% | +159.7% | +134.1% |
| 5Y | +321.6% | +30.9% | +290.7% | +241.2% |
| 10Y | +517.7% | +191.4% | +326.3% | +196.4% |
| All | +1,208.8% | +344.6% | +864.1% | +403.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling