+247.8%
MTSI vs LUMN
+385.3%
-137.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | +2.2% | +2.5% | -0.3% | +1.9% |
| 30D | -11.5% | +10.3% | -21.9% | -12.5% |
| 3M | -26.6% | -18.3% | -8.4% | -25.1% |
| 6M | +23.5% | +4.4% | +19.2% | +22.4% |
| YTD | +60.5% | -10.7% | +71.2% | +60.4% |
| 1Y | +109.7% | +14.0% | +95.8% | +104.6% |
| 3Y | +247.8% | +406.6% | -158.7% | +209.7% |
| All | +247.8% | +385.3% | -137.5% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 3y: compounded portfolio wealth divided by compounded LUMN 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…
3y analysis · Full analysis span regression · 6 months rolling