+1,115.9%
MTSI vs LH
+406.3%
+709.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.4% | +10.0% | +10.1% |
| 7D | +7.2% | +1.2% | +6.0% | +6.8% |
| 30D | -18.4% | +18.0% | -36.4% | -25.5% |
| 3M | -16.7% | +15.7% | -32.4% | -23.4% |
| 6M | -31.7% | +46.6% | -78.4% | -45.4% |
| YTD | +45.9% | +49.5% | -3.6% | +14.7% |
| 1Y | +47.0% | +40.2% | +6.8% | +19.7% |
| 3Y | +224.1% | +87.6% | +136.5% | +117.7% |
| 5Y | +238.5% | +59.3% | +179.2% | +145.2% |
| 10Y | +512.7% | +266.1% | +246.6% | +160.6% |
| All | +1,115.9% | +406.3% | +709.6% | +334.8% |
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 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