+23.5%
MTSI vs LUMN
+3.0%
+20.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +4.8% | -1.4% | +6.2% | +5.3% |
| 30D | -9.2% | +6.7% | -15.9% | -11.3% |
| 3M | -23.1% | -17.6% | -5.6% | -19.3% |
| 6M | +23.5% | +1.6% | +21.9% | +6.7% |
| All | +23.5% | +3.0% | +20.5% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling