-0.6%
KMB vs MTSI
+183.3%
-183.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.7% | -1.3% |
| 7D | +0.5% | -10.0% | +10.4% | +0.1% |
| 30D | +12.4% | -37.2% | +49.6% | +10.7% |
| 3M | +1.0% | -30.1% | +31.0% | 0.0% |
| 6M | +12.1% | -31.9% | +44.0% | +11.0% |
| YTD | +11.6% | +23.2% | -11.6% | +11.2% |
| 1Y | +13.1% | +26.4% | -13.3% | +12.7% |
| 3Y | +1.6% | +186.2% | -184.6% | +0.1% |
| All | -0.6% | +183.3% | -183.9% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling