+468.8%
MTSI vs KIM
+63.6%
+405.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.7% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -20.3% | +14.1% | -34.5% | -24.3% |
| 3M | -24.4% | +6.0% | -30.4% | -26.4% |
| 6M | -39.2% | +13.2% | -52.4% | -42.5% |
| YTD | +35.5% | +30.4% | +5.1% | +21.1% |
| 1Y | +43.0% | +31.0% | +12.0% | +27.5% |
| 3Y | +196.3% | +67.6% | +128.6% | +138.5% |
| 5Y | +210.0% | +35.8% | +174.3% | +168.5% |
| All | +468.8% | +63.6% | +405.2% | +333.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling