-32.3%
MTSI vs LPLA
+1.7%
-33.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.9% |
| 7D | +29.1% | -2.8% | +31.9% | +28.7% |
| 30D | -20.4% | -10.2% | -10.2% | -20.4% |
| 3M | -20.9% | -22.3% | +1.4% | -23.7% |
| 6M | -32.3% | -0.5% | -31.8% | -30.7% |
| All | -32.3% | +1.7% | -33.9% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling