+926.7%
MTSI vs KGC
+155.6%
+771.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.0% | +7.8% | +10.4% |
| 7D | -10.0% | +10.5% | -20.5% | -11.3% |
| 30D | -37.2% | -4.1% | -33.1% | -36.8% |
| 3M | -30.1% | -13.1% | -17.0% | -29.0% |
| 6M | -31.9% | -27.5% | -4.4% | -29.3% |
| YTD | +23.2% | -20.7% | +43.9% | +25.9% |
| 1Y | +26.4% | -6.1% | +32.5% | +26.5% |
| 3Y | +186.2% | +318.6% | -132.5% | +137.1% |
| 5Y | +187.0% | +289.9% | -102.9% | +135.0% |
| 10Y | +460.4% | +501.8% | -41.5% | +336.4% |
| All | +926.7% | +155.6% | +771.1% | +799.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling