+159.0%
MTSI vs KEY
+12.4%
+146.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.7% | -15.6% | -17.3% |
| 7D | -24.6% | -2.5% | -22.1% | -23.7% |
| 30D | -45.7% | +4.1% | -49.8% | -46.5% |
| 3M | -27.7% | -8.4% | -19.4% | -25.4% |
| 6M | -37.3% | -2.3% | -35.0% | -37.0% |
| YTD | +11.1% | +4.6% | +6.6% | +8.5% |
| 1Y | +27.2% | +24.6% | +2.6% | +16.1% |
| 3Y | +153.7% | +112.8% | +40.9% | +90.3% |
| 5Y | +159.0% | +12.9% | +146.1% | +154.1% |
| All | +159.0% | +12.4% | +146.6% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling