+1,208.8%
MTSI vs LNT
+410.8%
+797.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | +2.1% | -3.2% | +5.3% | +2.9% |
| 3M | -29.7% | -4.1% | -25.7% | -29.3% |
| 6M | +12.5% | -4.6% | +17.1% | +13.3% |
| YTD | +57.0% | +7.0% | +50.0% | +53.1% |
| 1Y | +103.9% | +8.3% | +95.6% | +97.8% |
| 3Y | +223.6% | +51.0% | +172.6% | +178.5% |
| 5Y | +321.6% | +30.2% | +291.4% | +275.7% |
| 10Y | +517.7% | +143.6% | +374.1% | +349.7% |
| All | +1,208.8% | +410.8% | +797.9% | +579.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling