+89.3%
KRE vs MTSI
+539.0%
-449.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.5% | -2.1% |
| 7D | -1.6% | +7.2% | -8.8% | -3.5% |
| 30D | +4.9% | -18.4% | +23.3% | +7.6% |
| 3M | -4.5% | -16.7% | +12.2% | -3.3% |
| 6M | +7.7% | -31.7% | +39.4% | +11.7% |
| YTD | +14.5% | +45.9% | -31.4% | -0.6% |
| 1Y | +21.5% | +47.0% | -25.5% | +5.1% |
| 3Y | +91.2% | +224.1% | -132.8% | +34.2% |
| 5Y | +11.8% | +238.5% | -226.8% | -24.1% |
| 10Y | +89.3% | +512.7% | -423.4% | -0.9% |
| All | +89.3% | +539.0% | -449.7% | -0.9% |
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