+26.4%
MTSI vs KIM
+31.1%
-4.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.3% | +10.6% |
| 7D | -10.0% | +4.1% | -14.1% | -7.3% |
| 30D | -37.2% | +16.8% | -54.0% | -30.3% |
| 3M | -30.1% | +5.7% | -35.8% | -25.6% |
| 6M | -31.9% | +9.7% | -41.6% | -27.1% |
| YTD | +23.2% | +30.2% | -7.0% | +42.5% |
| 1Y | +26.4% | +32.1% | -5.7% | +46.6% |
| All | +26.4% | +31.1% | -4.7% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling