+238.5%
MTSI vs KEEL
-74.0%
+312.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +8.4% | +1.9% | +8.7% |
| 7D | +7.2% | -1.4% | +8.6% | +7.9% |
| 30D | -18.4% | -29.8% | +11.4% | -12.9% |
| 3M | -16.7% | -37.1% | +20.4% | -9.5% |
| 6M | -31.7% | -51.9% | +20.2% | -23.1% |
| YTD | +45.9% | -11.9% | +57.8% | +46.4% |
| 1Y | +47.0% | -38.6% | +85.6% | +54.5% |
| 3Y | +224.1% | +72.5% | +151.6% | +149.8% |
| 5Y | +238.5% | -74.4% | +312.9% | +236.9% |
| All | +238.5% | -74.0% | +312.5% | +236.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling