+26.4%
MTSI vs KEY
+24.1%
+2.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.5% | +11.4% | +11.0% |
| 7D | -10.0% | -1.3% | -8.7% | -9.3% |
| 30D | -37.2% | +5.1% | -42.3% | -38.0% |
| 3M | -30.1% | -7.1% | -22.9% | -27.7% |
| 6M | -31.9% | -4.4% | -27.5% | -30.7% |
| YTD | +23.2% | +4.0% | +19.2% | +18.0% |
| 1Y | +26.4% | +23.4% | +3.0% | +9.4% |
| All | +26.4% | +24.1% | +2.3% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling