+75.2%
KMI vs MTSI
+1,308.1%
-1,233.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.1% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | +0.9% | +2.1% | -1.2% | +0.2% |
| 3M | 0.0% | -29.7% | +29.7% | +4.0% |
| 6M | -5.7% | +12.5% | -18.2% | -9.3% |
| YTD | +17.5% | +57.0% | -39.5% | +6.9% |
| 1Y | +22.3% | +103.9% | -81.6% | +6.3% |
| 3Y | +111.9% | +223.6% | -111.6% | +67.4% |
| 5Y | +151.8% | +321.6% | -169.7% | +86.9% |
| 10Y | +138.7% | +517.7% | -379.1% | +47.1% |
| All | +75.2% | +1,308.1% | -1,233.0% | -4.1% |
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