+3.5%
KMB vs MTSI
+153.8%
-150.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -18.4% | +19.9% | +0.2% |
| 7D | +0.4% | -24.6% | +25.0% | -1.5% |
| 30D | +14.1% | -45.7% | +59.9% | +10.1% |
| 3M | -0.5% | -27.7% | +27.2% | -2.2% |
| 6M | +16.6% | -37.3% | +53.9% | +13.8% |
| YTD | +13.7% | +11.1% | +2.6% | +13.3% |
| 1Y | +16.1% | +27.2% | -11.1% | +16.4% |
| All | +3.5% | +153.8% | -150.3% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling