+468.8%
MTSI vs KEY
+96.4%
+372.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.8% |
| 7D | +10.0% | +2.9% | +7.1% | +8.8% |
| 30D | -20.3% | +8.4% | -28.8% | -22.9% |
| 3M | -24.4% | -5.8% | -18.7% | -22.6% |
| 6M | -39.2% | +5.4% | -44.6% | -40.6% |
| YTD | +35.5% | +7.1% | +28.4% | +30.8% |
| 1Y | +43.0% | +26.8% | +16.2% | +28.6% |
| 3Y | +196.3% | +128.7% | +67.6% | +105.4% |
| 5Y | +210.0% | +13.6% | +196.4% | +173.2% |
| All | +468.8% | +96.4% | +372.4% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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