+1,208.8%
MTSI vs LPLA
+1,170.9%
+37.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +1.4% | -3.1% | +4.5% | +2.6% |
| 30D | +2.1% | -0.1% | +2.2% | +2.0% |
| 3M | -29.7% | +23.2% | -53.0% | -36.0% |
| 6M | +12.5% | +15.5% | -3.0% | +3.9% |
| YTD | +57.0% | +0.9% | +56.1% | +51.9% |
| 1Y | +103.9% | +0.2% | +103.8% | +96.7% |
| 3Y | +223.6% | +55.2% | +168.3% | +154.1% |
| 5Y | +321.6% | +145.4% | +176.1% | +162.3% |
| 10Y | +517.7% | +1,229.7% | -711.9% | +102.3% |
| All | +1,208.8% | +1,170.9% | +37.9% | +320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling