+39.9%
KO vs MTSI
+43.1%
-3.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.3% |
| 7D | +1.8% | +29.1% | -27.3% | +4.1% |
| 30D | +8.1% | -20.4% | +28.5% | +6.6% |
| 3M | +13.0% | -20.9% | +34.0% | +11.8% |
| 6M | +23.3% | -32.3% | +55.5% | +21.6% |
| YTD | +42.1% | +43.5% | -1.4% | +40.6% |
| 1Y | +39.9% | +43.8% | -3.9% | +37.2% |
| All | +39.9% | +43.1% | -3.2% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling