-45.0%
KWEB vs MTSI
+247.2%
-292.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.3% | -11.9% | -4.2% |
| 7D | -2.7% | +7.2% | -9.8% | -5.4% |
| 30D | -4.4% | -18.4% | +14.1% | -0.7% |
| 3M | -15.7% | -16.7% | +1.0% | -14.3% |
| 6M | -20.0% | -31.7% | +11.7% | -15.4% |
| YTD | -30.5% | +45.9% | -76.4% | -45.4% |
| 1Y | -36.6% | +47.0% | -83.6% | -50.5% |
| 3Y | -1.7% | +224.1% | -225.7% | -52.2% |
| 5Y | -45.0% | +238.5% | -283.5% | -76.6% |
| All | -45.0% | +247.2% | -292.2% | -76.6% |
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