+120.8%
KR vs MTSI
+571.2%
-450.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -1.3% |
| 7D | -3.1% | +11.1% | -14.1% | -2.9% |
| 30D | +0.6% | -3.7% | +4.3% | +0.6% |
| 3M | -9.8% | -20.2% | +10.5% | -9.8% |
| 6M | -22.1% | +30.8% | -52.9% | -22.2% |
| YTD | -8.1% | +67.0% | -75.2% | -8.3% |
| 1Y | -14.7% | +120.4% | -135.1% | -14.9% |
| 3Y | +28.6% | +260.4% | -231.8% | +26.8% |
| 5Y | +36.4% | +356.3% | -319.9% | +33.5% |
| 10Y | +120.8% | +581.1% | -460.3% | +109.3% |
| All | +120.8% | +571.2% | -450.4% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling