+632.1%
KR vs MTSI
+1,004.6%
-372.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.8% | -13.3% | -2.5% |
| 7D | +1.4% | -10.0% | +11.4% | +1.4% |
| 30D | +14.3% | -37.2% | +51.5% | +14.4% |
| 3M | +18.9% | -30.1% | +49.0% | +19.0% |
| 6M | +3.8% | -31.9% | +35.7% | +3.7% |
| YTD | +10.2% | +23.2% | -13.0% | +8.8% |
| 1Y | +9.2% | +26.4% | -17.2% | +7.7% |
| 3Y | +60.3% | +186.2% | -125.9% | +53.7% |
| 5Y | +78.3% | +187.0% | -108.7% | +70.0% |
| 10Y | +169.9% | +460.4% | -290.5% | +141.7% |
| All | +632.1% | +1,004.6% | -372.5% | +506.4% |
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