+306.4%
MTSI vs LTH
+160.9%
+145.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.4% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | +2.1% | -4.6% | +6.7% | +3.2% |
| 3M | -29.7% | +32.8% | -62.5% | -35.9% |
| 6M | +12.5% | +64.6% | -52.1% | -4.4% |
| YTD | +57.0% | +62.6% | -5.6% | +33.0% |
| 1Y | +103.9% | +49.9% | +54.0% | +76.2% |
| 3Y | +223.6% | +151.3% | +72.2% | +135.6% |
| All | +306.4% | +160.9% | +145.5% | +172.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling