+564.3%
MTSI vs LYV
+564.6%
-0.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.2% | -1.9% | +4.1% | +3.0% |
| 30D | -11.5% | -8.2% | -3.3% | -8.5% |
| 3M | -26.6% | -1.3% | -25.4% | -26.9% |
| 6M | +23.5% | +2.6% | +20.9% | +20.4% |
| YTD | +60.5% | +19.4% | +41.1% | +45.7% |
| 1Y | +109.7% | -2.2% | +112.0% | +106.2% |
| 3Y | +247.8% | +106.0% | +141.8% | +145.7% |
| 5Y | +328.4% | +97.7% | +230.7% | +198.5% |
| All | +564.3% | +564.6% | -0.3% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 10y: compounded portfolio wealth divided by compounded LYV 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…
10y analysis · Full analysis span regression · 6 months rolling