+288.3%
KO vs MTSI
+1,308.1%
-1,019.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.0% |
| 7D | -1.8% | +1.4% | -3.2% | -1.8% |
| 30D | +1.4% | +2.1% | -0.7% | +1.2% |
| 3M | +15.4% | -29.7% | +45.1% | +16.9% |
| 6M | +14.3% | +12.5% | +1.7% | +12.5% |
| YTD | +27.7% | +57.0% | -29.4% | +23.1% |
| 1Y | +32.7% | +103.9% | -71.2% | +25.7% |
| 3Y | +62.2% | +223.6% | -161.4% | +46.8% |
| 5Y | +80.0% | +321.6% | -241.6% | +58.0% |
| 10Y | +175.6% | +517.7% | -342.1% | +120.7% |
| All | +288.3% | +1,308.1% | -1,019.8% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling