+356.3%
MTSI vs KNX
+38.8%
+317.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.8% | +6.9% | +5.3% |
| 7D | +11.1% | +2.3% | +8.8% | +9.9% |
| 30D | -3.7% | +0.5% | -4.1% | -3.9% |
| 3M | -20.2% | -14.1% | -6.1% | -15.0% |
| 6M | +30.8% | +19.8% | +11.0% | +19.5% |
| YTD | +67.0% | +32.7% | +34.3% | +44.9% |
| 1Y | +120.4% | +62.3% | +58.1% | +72.4% |
| 3Y | +260.4% | +36.8% | +223.6% | +193.5% |
| 5Y | +356.3% | +41.8% | +314.5% | +267.4% |
| All | +356.3% | +38.8% | +317.4% | +267.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling