-39.2%
MTSI vs KEYS
-19.1%
-20.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -2.5% |
| 7D | +10.0% | +9.4% | +0.6% | -2.5% |
| 30D | -20.3% | -16.8% | -3.6% | +4.1% |
| 3M | -24.4% | -15.9% | -8.6% | -1.1% |
| 6M | -39.2% | -17.6% | -21.6% | -18.5% |
| All | -39.2% | -19.1% | -20.1% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling