+451.3%
MTSI vs LPLA
+902.8%
-451.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.6% | +11.6% |
| 7D | -10.0% | +4.1% | -14.1% | -11.6% |
| 30D | -37.2% | -9.0% | -28.2% | -35.3% |
| 3M | -30.1% | -17.6% | -12.4% | -25.0% |
| 6M | -31.9% | -8.8% | -23.1% | -31.3% |
| YTD | +23.2% | -17.0% | +40.2% | +27.6% |
| 1Y | +26.4% | -20.4% | +46.8% | +33.6% |
| 3Y | +186.2% | +35.4% | +150.7% | +127.4% |
| 5Y | +187.0% | +79.7% | +107.3% | +88.0% |
| All | +451.3% | +902.8% | -451.5% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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