+228.7%
KO vs MTSI
+465.0%
-236.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.4% | +2.1% |
| 7D | +3.7% | +10.0% | -6.2% | +3.4% |
| 30D | +8.1% | -20.3% | +28.5% | +8.8% |
| 3M | +14.2% | -24.4% | +38.6% | +14.9% |
| 6M | +25.2% | -39.2% | +64.4% | +26.8% |
| YTD | +44.7% | +35.5% | +9.2% | +39.7% |
| 1Y | +43.4% | +43.0% | +0.3% | +37.9% |
| 3Y | +90.1% | +196.3% | -106.2% | +70.9% |
| 5Y | +103.0% | +210.0% | -107.1% | +79.6% |
| All | +228.7% | +465.0% | -236.4% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling