+218.8%
MTSI vs LTH
+184.4%
+34.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.3% | +12.2% | +11.2% |
| 7D | -10.0% | +4.5% | -14.5% | -11.2% |
| 30D | -37.2% | +16.3% | -53.5% | -40.0% |
| 3M | -30.1% | +8.4% | -38.4% | -32.0% |
| 6M | -31.9% | +40.3% | -72.2% | -39.2% |
| YTD | +23.2% | +77.3% | -54.1% | +1.3% |
| 1Y | +26.4% | +88.0% | -61.6% | +1.9% |
| 3Y | +186.2% | +274.3% | -88.1% | +86.2% |
| 5Y | +187.0% | +142.9% | +44.2% | +86.1% |
| All | +218.8% | +184.4% | +34.4% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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