+160.7%
KMB vs MTSI
+896.6%
-735.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -18.4% | +19.9% | +1.9% |
| 7D | +0.4% | -24.6% | +25.0% | +0.9% |
| 30D | +14.1% | -45.7% | +59.9% | +15.5% |
| 3M | -0.5% | -27.7% | +27.2% | -0.2% |
| 6M | +16.6% | -37.3% | +53.9% | +17.0% |
| YTD | +13.7% | +11.1% | +2.6% | +11.7% |
| 1Y | +16.1% | +27.2% | -11.1% | +13.4% |
| 3Y | +4.7% | +153.7% | -149.0% | -1.6% |
| 5Y | +1.5% | +159.0% | -157.4% | -5.3% |
| 10Y | +40.5% | +405.6% | -365.1% | +20.1% |
| All | +160.7% | +896.6% | -735.9% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling