-31.9%
MTSI vs KGC
-26.6%
-5.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.0% | +7.8% | +10.1% |
| 7D | -10.0% | +10.5% | -20.5% | -12.3% |
| 30D | -37.2% | -4.1% | -33.1% | -36.2% |
| 3M | -30.1% | -13.1% | -17.0% | -28.5% |
| 6M | -31.9% | -27.5% | -4.4% | -26.0% |
| All | -31.9% | -26.6% | -5.3% | -26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling