+1,034.5%
MTSI vs LII
+924.2%
+110.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -2.8% |
| 7D | -10.7% | +7.9% | -18.6% | -14.3% |
| 30D | -29.0% | -0.6% | -28.4% | -29.8% |
| 3M | -14.7% | -19.3% | +4.6% | -6.6% |
| 6M | -20.1% | -29.8% | +9.8% | -7.2% |
| YTD | +36.1% | -25.4% | +61.5% | +51.2% |
| 1Y | +61.7% | -26.2% | +88.0% | +80.5% |
| 3Y | +210.7% | -4.5% | +215.2% | +193.4% |
| 5Y | +212.8% | +26.7% | +186.2% | +146.5% |
| 10Y | +519.2% | +179.5% | +339.7% | +217.3% |
| All | +1,034.5% | +924.2% | +110.3% | +300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling