+471.4%
MTSI vs KEY
+121.9%
+349.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.7% | +6.3% | +7.9% |
| 7D | +3.5% | -0.4% | +3.9% | +3.9% |
| 30D | -30.3% | +7.2% | -37.5% | -32.3% |
| 3M | -26.0% | -4.9% | -21.1% | -24.5% |
| 6M | -36.1% | +1.1% | -37.2% | -36.5% |
| YTD | +34.3% | +6.8% | +27.5% | +29.8% |
| 1Y | +35.3% | +23.3% | +12.0% | +23.1% |
| 3Y | +217.6% | +126.1% | +91.6% | +121.4% |
| 5Y | +210.1% | +15.2% | +194.9% | +171.7% |
| 10Y | +471.4% | +113.6% | +357.8% | +340.6% |
| All | +471.4% | +121.9% | +349.5% | +340.6% |
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