+1,208.8%
MTSI vs KEY
+334.9%
+873.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | +1.4% | +2.2% | -0.8% | +0.4% |
| 30D | +2.1% | -3.0% | +5.1% | +3.5% |
| 3M | -29.7% | +3.3% | -33.1% | -30.7% |
| 6M | +12.5% | +9.2% | +3.3% | +8.3% |
| YTD | +57.0% | +10.6% | +46.4% | +49.6% |
| 1Y | +103.9% | +20.4% | +83.5% | +86.8% |
| 3Y | +223.6% | +121.8% | +101.7% | +121.8% |
| 5Y | +321.6% | +41.1% | +280.4% | +232.2% |
| 10Y | +517.7% | +168.5% | +349.2% | +212.5% |
| All | +1,208.8% | +334.9% | +873.9% | +458.4% |
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 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