+27.5%
KWEB vs MTSI
+1,567.4%
-1,539.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.4% |
| 30D | -8.7% | +2.1% | -10.8% | -10.0% |
| 3M | -4.0% | -29.7% | +25.7% | +3.0% |
| 6M | -13.1% | +12.5% | -25.7% | -19.0% |
| YTD | -23.5% | +57.0% | -80.5% | -35.3% |
| 1Y | -27.2% | +103.9% | -131.1% | -43.1% |
| 3Y | -2.1% | +223.6% | -225.7% | -35.8% |
| 5Y | -40.8% | +321.6% | -362.3% | -64.3% |
| 10Y | -17.5% | +517.7% | -535.2% | -61.4% |
| All | +27.5% | +1,567.4% | -1,539.9% | -54.3% |
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