+451.3%
MTSI vs LSCC
+1,244.7%
-793.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +7.1% | +3.7% | +6.8% |
| 7D | -10.0% | +13.0% | -22.9% | -15.4% |
| 30D | -37.2% | -19.8% | -17.4% | -28.0% |
| 3M | -30.1% | -18.4% | -11.7% | -20.1% |
| 6M | -31.9% | -16.1% | -15.8% | -23.3% |
| YTD | +23.2% | +42.7% | -19.6% | +2.5% |
| 1Y | +26.4% | +68.0% | -41.6% | -3.8% |
| 3Y | +186.2% | +85.8% | +100.3% | +84.3% |
| 5Y | +187.0% | +28.0% | +159.0% | +110.0% |
| All | +451.3% | +1,244.7% | -793.4% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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