+324.4%
KO vs MTSI
+1,004.6%
-680.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -10.9% | -0.5% |
| 7D | +1.7% | -10.0% | +11.7% | +2.0% |
| 30D | +11.5% | -37.2% | +48.7% | +13.4% |
| 3M | +10.8% | -30.1% | +40.9% | +11.9% |
| 6M | +22.3% | -31.9% | +54.2% | +23.0% |
| YTD | +39.5% | +23.2% | +16.3% | +35.3% |
| 1Y | +42.2% | +26.4% | +15.8% | +37.6% |
| 3Y | +83.1% | +186.2% | -103.1% | +65.2% |
| 5Y | +94.8% | +187.0% | -92.2% | +73.8% |
| 10Y | +212.9% | +460.4% | -247.5% | +149.9% |
| All | +324.4% | +1,004.6% | -680.2% | +218.8% |
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 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