+154.7%
KMI vs MTSI
+320.9%
-166.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.0% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | +0.9% | +2.1% | -1.2% | +0.3% |
| 3M | 0.0% | -29.7% | +29.7% | +3.5% |
| 6M | -5.7% | +12.5% | -18.2% | -9.3% |
| YTD | +17.5% | +57.0% | -39.5% | +7.0% |
| 1Y | +22.3% | +103.9% | -81.6% | +6.2% |
| 3Y | +111.9% | +223.6% | -111.6% | +66.4% |
| All | +154.7% | +320.9% | -166.2% | +82.7% |
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 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