+1,034.5%
MTSI vs LSCC
+1,618.8%
-584.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.6% |
| 7D | -10.7% | +3.0% | -13.6% | -12.0% |
| 30D | -29.0% | -19.3% | -9.7% | -21.1% |
| 3M | -14.7% | -22.3% | +7.6% | -3.2% |
| 6M | -20.1% | -14.6% | -5.5% | -12.8% |
| YTD | +36.1% | +45.8% | -9.6% | +15.9% |
| 1Y | +61.7% | +69.6% | -7.9% | +28.7% |
| 3Y | +210.7% | +86.1% | +124.6% | +120.2% |
| 5Y | +212.8% | +30.7% | +182.1% | +145.5% |
| 10Y | +519.2% | +1,283.9% | -764.7% | +113.1% |
| All | +1,034.5% | +1,618.8% | -584.3% | +288.6% |
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