+514.9%
MTSI vs LII
+168.6%
+346.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +2.8% |
| 7D | +1.4% | -0.7% | +2.1% | +1.8% |
| 30D | +2.1% | -12.6% | +14.7% | +9.3% |
| 3M | -29.7% | -24.4% | -5.3% | -19.7% |
| 6M | +12.5% | -28.7% | +41.2% | +32.1% |
| YTD | +57.0% | -19.1% | +76.2% | +70.4% |
| 1Y | +103.9% | -29.7% | +133.6% | +137.5% |
| 3Y | +223.6% | +4.8% | +218.8% | +191.6% |
| 5Y | +321.6% | +24.6% | +297.0% | +233.5% |
| All | +514.9% | +168.6% | +346.3% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling