+635.5%
KR vs MTSI
+1,104.2%
-468.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.6% | +0.5% |
| 7D | -0.5% | +3.5% | -4.0% | -0.5% |
| 30D | +10.3% | -30.3% | +40.6% | +10.5% |
| 3M | +20.7% | -26.0% | +46.7% | +20.8% |
| 6M | +4.9% | -36.1% | +41.0% | +5.0% |
| YTD | +10.7% | +34.3% | -23.6% | +9.3% |
| 1Y | +7.2% | +35.3% | -28.1% | +5.7% |
| 3Y | +65.7% | +217.6% | -151.9% | +58.8% |
| 5Y | +80.8% | +210.1% | -129.3% | +72.4% |
| 10Y | +159.6% | +471.4% | -311.8% | +133.6% |
| All | +635.5% | +1,104.2% | -468.7% | +509.3% |
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 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