-11.7%
KR vs MTSI
+105.1%
-116.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | +0.5% |
| 7D | +1.5% | +1.4% | +0.1% | +1.7% |
| 30D | +4.1% | +2.1% | +2.0% | +4.7% |
| 3M | -5.2% | -29.7% | +24.5% | -8.1% |
| 6M | -12.8% | +12.5% | -25.3% | -10.9% |
| YTD | -4.6% | +57.0% | -61.6% | -1.5% |
| 1Y | -11.7% | +103.9% | -115.6% | -6.8% |
| All | -11.7% | +105.1% | -116.7% | -6.8% |
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 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