+1,034.5%
MTSI vs KEY
+322.5%
+711.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.7% |
| 7D | -10.7% | +1.7% | -12.3% | -11.3% |
| 30D | -29.0% | +6.8% | -35.8% | -31.2% |
| 3M | -14.7% | -5.8% | -8.9% | -12.9% |
| 6M | -20.1% | +1.4% | -21.5% | -21.1% |
| YTD | +36.1% | +7.5% | +28.6% | +30.6% |
| 1Y | +61.7% | +29.6% | +32.1% | +43.0% |
| 3Y | +210.7% | +118.8% | +91.9% | +114.7% |
| 5Y | +212.8% | +16.8% | +196.0% | +168.1% |
| 10Y | +519.2% | +133.0% | +386.2% | +236.5% |
| All | +1,034.5% | +322.5% | +711.9% | +387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling