+468.8%
MTSI vs KEYS
+758.4%
-289.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -3.8% |
| 7D | +10.0% | +9.4% | +0.6% | +2.7% |
| 30D | -20.3% | -16.8% | -3.6% | -5.8% |
| 3M | -24.4% | -15.9% | -8.6% | -10.2% |
| 6M | -39.2% | -17.6% | -21.6% | -25.6% |
| YTD | +35.5% | +46.5% | -11.0% | +4.9% |
| 1Y | +43.0% | +66.9% | -23.9% | -0.1% |
| 3Y | +196.3% | +141.4% | +54.9% | +53.0% |
| 5Y | +210.0% | +59.5% | +150.5% | +116.5% |
| All | +468.8% | +758.4% | -289.6% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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