-24.4%
KVUE vs MTSI
+432.0%
-456.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.2% |
| 7D | -6.1% | +4.8% | -10.9% | -6.1% |
| 30D | -5.6% | -9.2% | +3.6% | -5.6% |
| 3M | -0.3% | -23.1% | +22.8% | -0.2% |
| 6M | +1.4% | +23.5% | -22.1% | 0.0% |
| YTD | +6.7% | +59.1% | -52.3% | +4.6% |
| 1Y | +1.0% | +106.9% | -105.9% | -1.7% |
| 3Y | -5.4% | +243.2% | -248.5% | -14.0% |
| All | -24.4% | +432.0% | -456.4% | -33.8% |
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