+471.4%
MTSI vs LII
+170.7%
+300.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.2% | +6.8% | +7.9% |
| 7D | +3.5% | -1.2% | +4.7% | +4.3% |
| 30D | -30.3% | -2.0% | -28.4% | -30.5% |
| 3M | -26.0% | -20.2% | -5.8% | -18.0% |
| 6M | -36.1% | -32.5% | -3.5% | -23.6% |
| YTD | +34.3% | -27.4% | +61.7% | +51.8% |
| 1Y | +35.3% | -28.2% | +63.4% | +53.7% |
| 3Y | +217.6% | -7.2% | +224.9% | +202.2% |
| 5Y | +210.1% | +19.9% | +190.2% | +146.7% |
| 10Y | +471.4% | +168.6% | +302.8% | +179.7% |
| All | +471.4% | +170.7% | +300.7% | +179.7% |
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