+517.6%
MTSI vs KIM
+27.5%
+490.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +2.1% | -4.0% | +6.1% | +3.5% |
| 3M | -29.7% | +0.5% | -30.3% | -30.4% |
| 6M | +12.5% | +3.6% | +8.9% | +10.3% |
| YTD | +57.0% | +20.4% | +36.6% | +45.1% |
| 1Y | +103.9% | +9.7% | +94.2% | +94.8% |
| 3Y | +223.6% | +46.0% | +177.6% | +174.8% |
| 5Y | +321.6% | +34.4% | +287.1% | +268.4% |
| All | +517.6% | +27.5% | +490.0% | +387.4% |
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