+1,208.8%
MTSI vs LYV
+1,777.7%
-568.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.4% |
| 7D | +1.4% | -4.5% | +5.9% | +3.3% |
| 30D | +2.1% | -5.5% | +7.5% | +4.2% |
| 3M | -29.7% | +7.8% | -37.5% | -32.5% |
| 6M | +12.5% | +9.4% | +3.2% | +6.9% |
| YTD | +57.0% | +21.8% | +35.3% | +41.6% |
| 1Y | +103.9% | +6.5% | +97.5% | +93.2% |
| 3Y | +223.6% | +106.4% | +117.1% | +129.6% |
| 5Y | +321.6% | +101.6% | +220.0% | +192.8% |
| 10Y | +517.7% | +540.9% | -23.2% | +138.9% |
| All | +1,208.8% | +1,777.7% | -568.9% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling