+26.9%
MTSI vs KIM
+31.2%
-4.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.8% |
| 7D | -3.8% | +2.8% | -6.6% | -2.1% |
| 30D | -31.4% | +15.9% | -47.3% | -24.1% |
| 3M | -23.8% | +7.8% | -31.5% | -18.2% |
| 6M | -37.1% | +11.9% | -48.9% | -32.4% |
| YTD | +32.2% | +31.0% | +1.2% | +52.6% |
| 1Y | +26.9% | +32.3% | -5.4% | +46.7% |
| All | +26.9% | +31.2% | -4.3% | +46.7% |
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