+131.6%
KMI vs MTSI
+183.3%
-51.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -2.0% |
| 7D | -10.8% | -10.0% | -0.8% | -9.9% |
| 30D | -5.0% | -37.2% | +32.2% | -0.5% |
| 3M | -3.4% | -30.1% | +26.7% | -0.5% |
| 6M | -3.4% | -31.9% | +28.5% | -1.3% |
| YTD | +13.1% | +23.2% | -10.1% | +4.9% |
| 1Y | +19.0% | +26.4% | -7.4% | +9.7% |
| 3Y | +106.1% | +186.2% | -80.0% | +61.2% |
| All | +131.6% | +183.3% | -51.7% | +73.2% |
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