+262.0%
MTSI vs KNX
+36.2%
+225.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.8% | +6.9% | +5.2% |
| 7D | +11.1% | +2.3% | +8.8% | +10.0% |
| 30D | -3.7% | +0.5% | -4.1% | -3.8% |
| 3M | -20.2% | -14.1% | -6.1% | -15.5% |
| 6M | +30.8% | +19.8% | +11.0% | +20.6% |
| YTD | +67.0% | +32.7% | +34.3% | +47.1% |
| 1Y | +120.4% | +62.3% | +58.1% | +76.7% |
| All | +262.0% | +36.2% | +225.9% | +205.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling