+183.0%
KO vs MTSI
+571.2%
-388.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.1% |
| 7D | -0.8% | +11.1% | -11.9% | -1.2% |
| 30D | +0.8% | -3.7% | +4.5% | +0.8% |
| 3M | +8.3% | -20.2% | +28.6% | +9.1% |
| 6M | +14.0% | +30.8% | -16.8% | +11.4% |
| YTD | +26.9% | +67.0% | -40.1% | +22.1% |
| 1Y | +32.7% | +120.4% | -87.8% | +25.2% |
| 3Y | +63.9% | +260.4% | -196.5% | +46.9% |
| 5Y | +81.7% | +356.3% | -274.5% | +57.9% |
| 10Y | +183.0% | +581.1% | -398.1% | +118.9% |
| All | +183.0% | +571.2% | -388.2% | +118.9% |
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