+158.2%
MTSI vs LSCC
+69.3%
+88.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -8.6% | -9.8% | -13.5% |
| 7D | -24.6% | -4.8% | -19.8% | -22.1% |
| 30D | -45.7% | -27.1% | -18.6% | -34.8% |
| 3M | -27.7% | -23.6% | -4.2% | -14.8% |
| 6M | -37.3% | -19.8% | -17.5% | -27.3% |
| YTD | +11.1% | +33.2% | -22.1% | +0.5% |
| 1Y | +27.2% | +55.2% | -28.1% | +7.1% |
| All | +158.2% | +69.3% | +88.9% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling