+471.4%
MTSI vs KIM
+65.6%
+405.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.7% |
| 7D | +3.5% | +2.8% | +0.7% | +2.6% |
| 30D | -30.3% | +16.3% | -46.7% | -34.3% |
| 3M | -26.0% | +6.6% | -32.6% | -28.0% |
| 6M | -36.1% | +12.3% | -48.4% | -39.4% |
| YTD | +34.3% | +31.6% | +2.7% | +19.7% |
| 1Y | +35.3% | +31.5% | +3.8% | +20.4% |
| 3Y | +217.6% | +68.0% | +149.6% | +155.7% |
| 5Y | +210.1% | +38.7% | +171.4% | +166.8% |
| 10Y | +471.4% | +65.7% | +405.7% | +324.4% |
| All | +471.4% | +65.6% | +405.8% | +324.4% |
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