-18.0%
KVUE vs MTSI
+357.7%
-375.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.9% | +37.9% | -18.0% | +14.5% |
| 7D | +19.9% | +37.9% | -18.0% | +14.5% |
| 30D | +19.9% | +37.9% | -18.0% | +14.5% |
| 3M | +19.9% | +37.9% | -18.0% | +14.5% |
| 6M | +19.9% | +37.9% | -18.0% | +14.5% |
| YTD | +19.9% | +37.9% | -18.0% | +14.5% |
| 1Y | +42.1% | +55.6% | -13.5% | +35.3% |
| 3Y | +17.3% | +233.7% | -216.4% | +2.3% |
| All | -18.0% | +357.7% | -375.7% | -29.9% |
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