+1,132.5%
MTSI vs KEEL
+115.5%
+1,017.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.8% | +4.2% | -1.0% |
| 7D | +29.1% | +18.2% | +10.9% | +26.8% |
| 30D | -20.4% | -32.1% | +11.7% | -16.7% |
| 3M | -20.9% | -44.9% | +24.0% | -15.5% |
| 6M | -32.3% | -52.1% | +19.8% | -26.9% |
| YTD | +43.5% | -17.0% | +60.5% | +45.2% |
| 1Y | +43.8% | -38.5% | +82.3% | +48.9% |
| 3Y | +218.8% | +62.5% | +156.3% | +182.4% |
| 5Y | +228.3% | -77.3% | +305.6% | +207.0% |
| All | +1,132.5% | +115.5% | +1,017.0% | +904.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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