+22.0%
KRE vs MTSI
+30.7%
-8.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +0.3% | -3.8% | +4.1% | +0.3% |
| 30D | +5.9% | -31.4% | +37.3% | +6.7% |
| 3M | -3.3% | -23.8% | +20.4% | -3.0% |
| 6M | +5.8% | -37.1% | +42.9% | +6.9% |
| YTD | +14.7% | +32.2% | -17.5% | +11.8% |
| 1Y | +22.0% | +26.9% | -4.9% | +19.1% |
| All | +22.0% | +30.7% | -8.7% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling