-14.8%
KMB vs MTSI
+105.1%
-119.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.2% | -2.5% |
| 7D | -4.2% | +1.4% | -5.6% | -4.1% |
| 30D | -6.6% | +2.1% | -8.7% | -6.2% |
| 3M | +12.6% | -29.7% | +42.4% | +11.4% |
| 6M | +2.9% | +12.5% | -9.7% | +1.3% |
| YTD | +6.8% | +57.0% | -50.3% | +6.7% |
| 1Y | -14.8% | +103.9% | -118.7% | -12.5% |
| All | -14.8% | +105.1% | -119.8% | -12.5% |
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