+13.1%
KMB vs MTSI
+38.8%
-25.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.7% | -0.7% |
| 7D | +0.5% | -10.0% | +10.4% | -0.3% |
| 30D | +12.4% | -37.2% | +49.6% | +8.5% |
| 3M | +1.0% | -30.1% | +31.0% | -1.2% |
| 6M | +12.1% | -31.9% | +44.0% | +8.5% |
| YTD | +11.6% | +23.2% | -11.6% | +7.3% |
| 1Y | +13.1% | +26.4% | -13.3% | +9.2% |
| All | +13.1% | +38.8% | -25.7% | +9.2% |
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