+51.5%
MTSI vs KGC
-20.4%
+71.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.6% |
| 7D | +29.1% | -4.1% | +33.2% | +30.8% |
| 30D | -20.4% | -11.6% | -8.8% | -17.3% |
| 3M | -20.9% | -24.5% | +3.6% | -14.9% |
| 6M | -32.3% | -34.6% | +2.3% | -24.2% |
| YTD | +43.5% | -26.2% | +69.6% | +46.6% |
| All | +51.5% | -20.4% | +71.9% | +46.6% |
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