+83.1%
KO vs MTSI
+181.3%
-98.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -10.9% | +0.7% |
| 7D | +1.7% | -10.0% | +11.7% | +1.1% |
| 30D | +11.5% | -37.2% | +48.7% | +8.4% |
| 3M | +10.8% | -30.1% | +40.9% | +8.8% |
| 6M | +22.3% | -31.9% | +54.2% | +20.3% |
| YTD | +39.5% | +23.2% | +16.3% | +41.4% |
| 1Y | +42.2% | +26.4% | +15.8% | +44.4% |
| 3Y | +83.1% | +186.2% | -103.1% | +89.8% |
| All | +83.1% | +181.3% | -98.2% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling