+43.8%
MTSI vs LII
-28.0%
+71.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | +29.1% | -0.2% | +29.3% | +29.2% |
| 30D | -20.4% | -0.6% | -19.8% | -21.0% |
| 3M | -20.9% | -17.0% | -3.9% | -16.0% |
| 6M | -32.3% | -31.1% | -1.1% | -22.8% |
| YTD | +43.5% | -27.7% | +71.1% | +56.5% |
| 1Y | +43.8% | -26.2% | +70.0% | +57.5% |
| All | +43.8% | -28.0% | +71.8% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling