+61.7%
MTSI vs KGC
-5.3%
+67.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -3.2% |
| 7D | -10.7% | -6.8% | -3.9% | -8.8% |
| 30D | -29.0% | -9.2% | -19.8% | -26.8% |
| 3M | -14.7% | -9.1% | -5.6% | -14.0% |
| 6M | -20.1% | -25.7% | +5.6% | -14.1% |
| YTD | +36.1% | -23.6% | +59.7% | +37.7% |
| 1Y | +61.7% | -4.3% | +66.0% | +47.4% |
| All | +61.7% | -5.3% | +67.1% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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