+61.7%
MTSI vs KNX
+45.0%
+16.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -10.7% | +2.5% | -13.1% | -11.3% |
| 30D | -29.0% | -4.4% | -24.6% | -28.1% |
| 3M | -14.7% | -12.7% | -2.0% | -11.3% |
| 6M | -20.1% | +0.9% | -21.0% | -19.8% |
| YTD | +36.1% | +20.3% | +15.8% | +29.9% |
| 1Y | +61.7% | +40.9% | +20.8% | +47.2% |
| All | +61.7% | +45.0% | +16.8% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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