-42.6%
KWEB vs MTSI
+331.9%
-374.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.3% |
| 7D | -1.3% | +4.9% | -6.2% | -2.7% |
| 30D | -11.5% | -11.6% | +0.1% | -8.8% |
| 3M | -2.9% | -24.1% | +21.1% | +3.3% |
| 6M | -14.6% | +32.4% | -47.1% | -26.9% |
| YTD | -25.5% | +60.4% | -86.0% | -41.4% |
| 1Y | -31.1% | +111.0% | -142.1% | -51.8% |
| 3Y | +3.0% | +246.1% | -243.2% | -49.1% |
| 5Y | -42.6% | +340.3% | -382.9% | -77.5% |
| All | -42.6% | +331.9% | -374.5% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling