+159.0%
MTSI vs LSCC
+18.7%
+140.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -34.6% |
| 3M | -27.7% | -23.6% | -4.2% | -14.7% |
| 6M | -37.3% | -19.8% | -17.5% | -27.6% |
| YTD | +11.1% | +33.2% | -22.1% | -2.4% |
| 1Y | +27.2% | +55.2% | -28.1% | +3.2% |
| 3Y | +153.7% | +70.1% | +83.6% | +76.3% |
| 5Y | +159.0% | +19.5% | +139.5% | +100.3% |
| All | +159.0% | +18.7% | +140.3% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling