+106.9%
MTSI vs KEYS
+92.7%
+14.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -3.5% |
| 7D | +4.8% | +0.9% | +3.9% | +4.1% |
| 30D | -9.2% | -5.3% | -3.9% | -4.8% |
| 3M | -23.1% | +0.5% | -23.6% | -21.7% |
| 6M | +23.5% | +14.0% | +9.5% | +18.9% |
| YTD | +59.1% | +60.3% | -1.2% | +27.9% |
| 1Y | +106.9% | +91.3% | +15.5% | +48.5% |
| All | +106.9% | +92.7% | +14.2% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling