-20.6%
KWEB vs MTSI
+571.2%
-591.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -3.3% |
| 7D | -3.6% | +11.1% | -14.7% | -6.2% |
| 30D | -14.9% | -3.7% | -11.2% | -14.5% |
| 3M | -5.4% | -20.2% | +14.8% | -1.8% |
| 6M | -18.9% | +30.8% | -49.7% | -27.3% |
| YTD | -27.2% | +67.0% | -94.3% | -39.5% |
| 1Y | -34.2% | +120.4% | -154.7% | -49.8% |
| 3Y | +0.6% | +260.4% | -259.8% | -36.2% |
| 5Y | -43.5% | +356.3% | -399.7% | -66.8% |
| 10Y | -20.6% | +581.1% | -601.7% | -64.1% |
| All | -20.6% | +571.2% | -591.8% | -64.1% |
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