+397.4%
MTSI vs LII
+167.2%
+230.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.8% | -15.5% | -16.9% |
| 7D | -24.6% | +0.2% | -24.8% | -24.6% |
| 30D | -45.7% | -4.6% | -41.1% | -45.1% |
| 3M | -27.7% | -21.7% | -6.1% | -19.3% |
| 6M | -37.3% | -32.8% | -4.5% | -25.1% |
| YTD | +11.1% | -27.5% | +38.6% | +25.8% |
| 1Y | +27.2% | -28.0% | +55.1% | +44.4% |
| 3Y | +153.7% | -7.2% | +160.9% | +141.4% |
| 5Y | +159.0% | +22.6% | +136.4% | +103.6% |
| All | +397.4% | +167.2% | +230.2% | +152.1% |
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