-20.4%
KVUE vs MTSI
+425.2%
-445.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.1% |
| 7D | -2.2% | +1.4% | -3.6% | -2.2% |
| 30D | -3.7% | +2.1% | -5.7% | -3.7% |
| 3M | +12.3% | -29.7% | +42.0% | +12.6% |
| 6M | +5.4% | +12.5% | -7.1% | +4.2% |
| YTD | +12.4% | +57.0% | -44.6% | +10.2% |
| 1Y | -4.4% | +103.9% | -108.3% | -6.9% |
| 3Y | -7.5% | +223.6% | -231.1% | -15.3% |
| All | -20.4% | +425.2% | -445.6% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling