+539.5%
MTSI vs LNT
+142.3%
+397.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.9% |
| 7D | +4.9% | +1.0% | +3.9% | +4.6% |
| 30D | -11.6% | -1.1% | -10.5% | -11.3% |
| 3M | -24.1% | -3.6% | -20.5% | -23.6% |
| 6M | +32.4% | -2.7% | +35.1% | +32.6% |
| YTD | +60.4% | +8.0% | +52.4% | +56.1% |
| 1Y | +111.0% | +10.5% | +100.5% | +103.7% |
| 3Y | +246.1% | +49.6% | +196.6% | +199.0% |
| 5Y | +340.3% | +32.2% | +308.1% | +290.9% |
| 10Y | +539.5% | +141.8% | +397.7% | +400.4% |
| All | +539.5% | +142.3% | +397.2% | +400.4% |
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