-2.2%
KVUE vs MTSI
+241.4%
-243.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.0% | -1.8% |
| 7D | -1.9% | +4.9% | -6.8% | -1.8% |
| 30D | -3.3% | -11.6% | +8.3% | -3.4% |
| 3M | +6.0% | -24.1% | +30.0% | +5.9% |
| 6M | +2.3% | +32.4% | -30.1% | +1.3% |
| YTD | +10.3% | +60.4% | -50.1% | +9.0% |
| 1Y | +4.6% | +111.0% | -106.4% | +3.1% |
| 3Y | -2.2% | +246.1% | -248.3% | -9.4% |
| All | -2.2% | +241.4% | -243.6% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling