+1,248.8%
MTSI vs KEEL
+283.4%
+965.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +3.1% |
| 7D | +1.4% | +7.8% | -6.4% | +0.6% |
| 30D | +2.1% | -11.7% | +13.8% | +3.2% |
| 3M | -29.7% | -41.5% | +11.8% | -26.2% |
| 6M | +12.5% | +54.9% | -42.4% | +7.1% |
| YTD | +57.0% | +47.7% | +9.4% | +48.9% |
| 1Y | +103.9% | +177.6% | -73.7% | +78.5% |
| 3Y | +223.6% | +164.9% | +58.7% | +169.5% |
| 5Y | +321.6% | -45.9% | +367.4% | +263.3% |
| All | +1,248.8% | +283.4% | +965.4% | +929.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling