+533.6%
KR vs MTSI
+1,308.1%
-774.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | +0.1% |
| 7D | +1.5% | +1.4% | +0.1% | +1.5% |
| 30D | +4.1% | +2.1% | +2.0% | +4.0% |
| 3M | -5.2% | -29.7% | +24.5% | -4.9% |
| 6M | -12.8% | +12.5% | -25.3% | -13.2% |
| YTD | -4.6% | +57.0% | -61.6% | -5.8% |
| 1Y | -11.7% | +103.9% | -115.6% | -13.3% |
| 3Y | +36.3% | +223.6% | -187.3% | +31.2% |
| 5Y | +40.0% | +321.6% | -281.6% | +32.8% |
| 10Y | +122.2% | +517.7% | -395.5% | +100.9% |
| All | +533.6% | +1,308.1% | -774.5% | +425.0% |
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