+210.1%
MTSI vs LTH
+142.3%
+67.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.5% | +9.2% |
| 7D | +3.5% | +7.0% | -3.5% | +1.4% |
| 30D | -30.3% | +15.4% | -45.8% | -33.4% |
| 3M | -26.0% | +7.0% | -33.0% | -27.8% |
| 6M | -36.1% | +46.9% | -82.9% | -43.8% |
| YTD | +34.3% | +76.4% | -42.1% | +10.2% |
| 1Y | +35.3% | +83.7% | -48.5% | +9.3% |
| 3Y | +217.6% | +248.9% | -31.2% | +109.0% |
| 5Y | +210.1% | +141.8% | +68.3% | +101.4% |
| All | +210.1% | +142.3% | +67.8% | +101.4% |
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 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