+217.6%
MTSI vs KGC
+350.6%
-133.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.7% | +6.3% | +8.2% |
| 7D | +3.5% | +11.1% | -7.6% | +0.3% |
| 30D | -30.3% | -3.7% | -26.6% | -29.5% |
| 3M | -26.0% | -17.2% | -8.8% | -22.6% |
| 6M | -36.1% | -27.3% | -8.8% | -31.1% |
| YTD | +34.3% | -18.5% | +52.8% | +38.1% |
| 1Y | +35.3% | -5.7% | +41.0% | +33.2% |
| 3Y | +217.6% | +336.5% | -118.8% | +107.4% |
| All | +217.6% | +350.6% | -133.0% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling