+1,208.8%
MTSI vs LII
+1,010.1%
+198.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | -29.7% | -24.4% | -5.3% | -19.9% |
| 6M | +12.5% | -28.7% | +41.2% | +31.6% |
| YTD | +57.0% | -19.1% | +76.2% | +70.2% |
| 1Y | +103.9% | -29.7% | +133.6% | +136.6% |
| 3Y | +223.6% | +4.8% | +218.8% | +195.0% |
| 5Y | +321.6% | +24.6% | +297.0% | +240.4% |
| 10Y | +517.7% | +169.2% | +348.5% | +226.2% |
| All | +1,208.8% | +1,010.1% | +198.7% | +351.2% |
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