+147.5%
KR vs MTSI
+498.4%
-350.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.4% |
| 7D | +0.5% | +29.1% | -28.6% | +1.1% |
| 30D | +14.9% | -20.4% | +35.3% | +14.7% |
| 3M | +25.4% | -20.9% | +46.3% | +25.2% |
| 6M | +9.3% | -32.3% | +41.6% | +9.2% |
| YTD | +13.7% | +43.5% | -29.8% | +13.4% |
| 1Y | +9.2% | +43.8% | -34.6% | +8.9% |
| 3Y | +70.1% | +218.8% | -148.7% | +67.7% |
| 5Y | +82.5% | +228.3% | -145.9% | +79.2% |
| All | +147.5% | +498.4% | -350.9% | +142.2% |
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