+218.0%
MTSI vs KGC
+265.7%
-47.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.2% | 0.0% |
| 7D | -3.8% | +8.0% | -11.9% | -5.8% |
| 30D | -31.4% | -9.3% | -22.1% | -29.6% |
| 3M | -23.8% | -21.3% | -2.4% | -19.5% |
| 6M | -37.1% | -31.5% | -5.6% | -31.5% |
| YTD | +32.2% | -23.2% | +55.5% | +38.2% |
| 1Y | +26.9% | -15.0% | +42.0% | +29.1% |
| 3Y | +193.7% | +328.7% | -135.0% | +94.0% |
| 5Y | +218.0% | +262.9% | -44.8% | +111.8% |
| All | +218.0% | +265.7% | -47.7% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling