+356.3%
MTSI vs KEYS
+82.0%
+274.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.7% |
| 7D | +11.1% | +2.9% | +8.2% | +8.6% |
| 30D | -3.7% | -1.3% | -2.4% | -2.1% |
| 3M | -20.2% | -0.1% | -20.1% | -18.9% |
| 6M | +30.8% | +17.4% | +13.4% | +18.7% |
| YTD | +67.0% | +62.9% | +4.1% | +15.1% |
| 1Y | +120.4% | +95.7% | +24.7% | +30.5% |
| 3Y | +260.4% | +150.2% | +110.2% | +71.6% |
| 5Y | +356.3% | +83.1% | +273.2% | +181.2% |
| All | +356.3% | +82.0% | +274.3% | +181.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling