+324.5%
MTSI vs LYV
+95.6%
+228.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.8% | -4.8% |
| 7D | +4.8% | -4.2% | +9.0% | +6.7% |
| 30D | -9.2% | -7.2% | -1.9% | -6.3% |
| 3M | -23.1% | +1.5% | -24.7% | -24.4% |
| 6M | +23.5% | +2.7% | +20.8% | +19.9% |
| YTD | +59.1% | +19.4% | +39.7% | +42.9% |
| 1Y | +106.9% | -0.5% | +107.3% | +101.6% |
| 3Y | +243.2% | +110.1% | +133.0% | +130.8% |
| 5Y | +324.5% | +97.6% | +227.0% | +205.6% |
| All | +324.5% | +95.6% | +228.9% | +205.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling