+159.0%
MTSI vs LTH
+155.3%
+3.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.8% | -19.1% | -18.6% |
| 7D | -24.6% | +5.3% | -29.9% | -25.7% |
| 30D | -45.7% | +18.3% | -64.0% | -48.4% |
| 3M | -27.7% | +5.4% | -33.1% | -29.3% |
| 6M | -37.3% | +62.5% | -99.8% | -46.7% |
| YTD | +11.1% | +79.6% | -68.5% | -9.2% |
| 1Y | +27.2% | +88.1% | -61.0% | +2.1% |
| 3Y | +153.7% | +272.5% | -118.8% | +63.6% |
| 5Y | +159.0% | +146.1% | +12.8% | +67.6% |
| All | +159.0% | +155.3% | +3.6% | +67.6% |
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