+231.9%
MTSI vs LII
+5.3%
+226.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +2.9% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | +2.1% | -12.6% | +14.7% | +8.4% |
| 3M | -29.7% | -24.4% | -5.3% | -20.7% |
| 6M | +12.5% | -28.7% | +41.2% | +29.9% |
| YTD | +57.0% | -19.1% | +76.2% | +68.7% |
| 1Y | +103.9% | -29.7% | +133.6% | +134.4% |
| All | +231.9% | +5.3% | +226.6% | +206.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling