-2.9%
KWEB vs MTSI
+226.9%
-229.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.3% | -11.9% | -2.9% |
| 7D | -2.7% | +7.2% | -9.8% | -4.0% |
| 30D | -4.4% | -18.4% | +14.1% | -2.2% |
| 3M | -15.7% | -16.7% | +1.0% | -14.7% |
| 6M | -20.0% | -31.7% | +11.7% | -16.9% |
| YTD | -30.5% | +45.9% | -76.4% | -39.2% |
| 1Y | -36.6% | +47.0% | -83.6% | -44.8% |
| All | -2.9% | +226.9% | -229.7% | -34.0% |
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