+468.8%
MTSI vs KGC
+637.7%
-168.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | +10.0% | -6.7% | +16.6% | +11.6% |
| 30D | -20.3% | -6.7% | -13.7% | -19.3% |
| 3M | -24.4% | -22.6% | -1.8% | -20.9% |
| 6M | -39.2% | -33.4% | -5.8% | -34.6% |
| YTD | +35.5% | -26.0% | +61.5% | +41.7% |
| 1Y | +43.0% | -18.3% | +61.3% | +46.6% |
| 3Y | +196.3% | +315.8% | -119.5% | +119.7% |
| 5Y | +210.0% | +225.7% | -15.7% | +131.7% |
| All | +468.8% | +637.7% | -168.9% | +278.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling