-31.1%
MTSI vs KNX
+1.4%
-32.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.5% | +9.9% | +10.1% |
| 7D | +7.2% | 0.0% | +7.1% | +7.3% |
| 30D | -18.4% | -3.3% | -15.1% | -17.7% |
| 3M | -16.7% | -8.7% | -8.0% | -14.6% |
| All | -31.1% | +1.4% | -32.5% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling