+1,115.9%
MTSI vs LPLA
+966.8%
+149.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.2% | +12.6% | +11.2% |
| 7D | +7.2% | -3.2% | +10.3% | +8.7% |
| 30D | -18.4% | -8.6% | -9.8% | -16.3% |
| 3M | -16.7% | -18.7% | +2.0% | -10.7% |
| 6M | -31.7% | +4.5% | -36.3% | -34.6% |
| YTD | +45.9% | -15.3% | +61.2% | +49.5% |
| 1Y | +47.0% | -19.9% | +66.9% | +54.3% |
| 3Y | +224.1% | +33.4% | +190.7% | +167.5% |
| 5Y | +238.5% | +87.4% | +151.1% | +132.7% |
| 10Y | +512.7% | +800.4% | -287.7% | +127.6% |
| All | +1,115.9% | +966.8% | +149.1% | +313.9% |
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