+147.7%
KMB vs MTSI
+1,308.1%
-1,160.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.7% |
| 7D | -3.0% | +1.4% | -4.4% | -3.1% |
| 30D | -5.5% | +2.1% | -7.6% | -5.6% |
| 3M | +14.0% | -29.7% | +43.7% | +14.9% |
| 6M | +4.1% | +12.5% | -8.4% | +3.0% |
| YTD | +8.0% | +57.0% | -49.0% | +5.7% |
| 1Y | -13.7% | +103.9% | -117.7% | -16.5% |
| 3Y | -5.9% | +223.6% | -229.5% | -11.6% |
| 5Y | -8.6% | +321.6% | -330.2% | -15.8% |
| 10Y | +17.3% | +517.7% | -500.4% | +0.6% |
| All | +147.7% | +1,308.1% | -1,160.4% | +100.1% |
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