+16.2%
KRE vs MTSI
+110.2%
-94.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.4% |
| 7D | +2.3% | +4.9% | -2.6% | +2.1% |
| 30D | -2.5% | -11.6% | +9.1% | -2.0% |
| 3M | +6.2% | -24.1% | +30.3% | +7.6% |
| 6M | +15.8% | +32.4% | -16.6% | +11.2% |
| YTD | +16.0% | +60.4% | -44.4% | +10.5% |
| 1Y | +16.2% | +111.0% | -94.8% | +5.5% |
| All | +16.2% | +110.2% | -94.1% | +5.5% |
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