+826.3%
MTSI vs LSCC
+1,471.0%
-644.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -8.6% | -9.8% | -14.3% |
| 7D | -24.6% | -4.8% | -19.8% | -22.5% |
| 30D | -45.7% | -27.1% | -18.6% | -36.4% |
| 3M | -27.7% | -23.6% | -4.2% | -16.7% |
| 6M | -37.3% | -19.8% | -17.5% | -29.0% |
| YTD | +11.1% | +33.2% | -22.1% | -0.7% |
| 1Y | +27.2% | +55.2% | -28.1% | +6.2% |
| 3Y | +153.7% | +70.1% | +83.6% | +88.7% |
| 5Y | +159.0% | +19.5% | +139.5% | +113.3% |
| 10Y | +405.6% | +1,164.9% | -759.3% | +82.7% |
| All | +826.3% | +1,471.0% | -644.7% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling