+13.6%
KMB vs MTSI
+59.5%
-45.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.0% |
| 7D | +0.4% | -10.7% | +11.0% | -0.6% |
| 30D | +14.0% | -29.0% | +43.0% | +11.3% |
| 3M | -1.3% | -14.7% | +13.4% | -1.9% |
| 6M | +16.7% | -20.1% | +36.8% | +13.6% |
| YTD | +12.0% | +36.1% | -24.1% | +8.1% |
| 1Y | +13.6% | +61.7% | -48.1% | +10.2% |
| All | +13.6% | +59.5% | -45.9% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling