+81.6%
KO vs MTSI
+331.9%
-250.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | +0.4% |
| 7D | +0.4% | +4.9% | -4.5% | +0.5% |
| 30D | +1.5% | -11.6% | +13.1% | +1.3% |
| 3M | +11.8% | -24.1% | +35.9% | +11.7% |
| 6M | +16.2% | +32.4% | -16.2% | +15.5% |
| YTD | +28.1% | +60.4% | -32.4% | +27.2% |
| 1Y | +34.8% | +111.0% | -76.2% | +33.4% |
| 3Y | +65.5% | +246.1% | -180.7% | +57.3% |
| 5Y | +81.6% | +340.3% | -258.7% | +64.4% |
| All | +81.6% | +331.9% | -250.3% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling