+42.0%
KR vs MTSI
+320.9%
-278.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | +0.3% |
| 7D | +1.5% | +1.4% | +0.1% | +1.6% |
| 30D | +4.1% | +2.1% | +2.0% | +4.4% |
| 3M | -5.2% | -29.7% | +24.5% | -6.5% |
| 6M | -12.8% | +12.5% | -25.3% | -12.0% |
| YTD | -4.6% | +57.0% | -61.6% | -2.8% |
| 1Y | -11.7% | +103.9% | -115.6% | -9.2% |
| 3Y | +36.3% | +223.6% | -187.3% | +39.8% |
| All | +42.0% | +320.9% | -278.9% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling