+451.3%
MTSI vs LNT
+168.9%
+282.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.0% | +11.9% | +11.1% |
| 7D | -10.0% | +1.4% | -11.4% | -10.3% |
| 30D | -37.2% | +12.3% | -49.5% | -39.2% |
| 3M | -30.1% | +5.3% | -35.4% | -31.1% |
| 6M | -31.9% | +2.0% | -33.9% | -32.7% |
| YTD | +23.2% | +15.3% | +7.9% | +17.6% |
| 1Y | +26.4% | +12.3% | +14.1% | +21.5% |
| 3Y | +186.2% | +59.1% | +127.1% | +142.9% |
| 5Y | +187.0% | +51.7% | +135.4% | +143.3% |
| All | +451.3% | +168.9% | +282.4% | +338.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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