+1,153.1%
MTSI vs KEEL
+128.7%
+1,024.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +8.4% | +1.9% | +9.4% |
| 7D | +7.2% | -1.4% | +8.6% | +7.7% |
| 30D | -18.4% | -29.8% | +11.4% | -15.0% |
| 3M | -16.7% | -37.1% | +20.4% | -12.2% |
| 6M | -31.7% | -51.9% | +20.2% | -26.4% |
| YTD | +45.9% | -11.9% | +57.8% | +46.6% |
| 1Y | +47.0% | -38.6% | +85.6% | +52.0% |
| 3Y | +224.1% | +72.5% | +151.6% | +185.2% |
| 5Y | +238.5% | -74.4% | +312.9% | +213.5% |
| All | +1,153.1% | +128.7% | +1,024.3% | +914.3% |
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