+41.1%
KMB vs MTSI
+454.4%
-413.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | +6.0% | -3.8% | +9.9% | +6.0% |
| 30D | +13.5% | -31.4% | +44.9% | +13.9% |
| 3M | +3.8% | -23.8% | +27.5% | +3.9% |
| 6M | +15.6% | -37.1% | +52.6% | +16.0% |
| YTD | +14.0% | +32.2% | -18.2% | +12.0% |
| 1Y | +12.9% | +26.9% | -14.0% | +11.0% |
| 3Y | +3.7% | +193.7% | -190.0% | -1.7% |
| 5Y | -0.1% | +218.0% | -218.1% | -6.3% |
| 10Y | +41.1% | +477.8% | -436.6% | +21.7% |
| All | +41.1% | +454.4% | -413.3% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling