+1,029.2%
MTSI vs KNX
+320.5%
+708.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.3% | -8.9% | -7.1% |
| 7D | +10.0% | +9.2% | +0.8% | +5.7% |
| 30D | -20.3% | +0.9% | -21.3% | -20.6% |
| 3M | -24.4% | -12.7% | -11.7% | -19.9% |
| 6M | -39.2% | +7.3% | -46.5% | -41.7% |
| YTD | +35.5% | +23.1% | +12.4% | +20.9% |
| 1Y | +43.0% | +47.1% | -4.0% | +17.4% |
| 3Y | +196.3% | +33.3% | +163.0% | +146.3% |
| 5Y | +210.0% | +12.1% | +197.9% | +172.2% |
| 10Y | +469.1% | +106.9% | +362.2% | +248.2% |
| All | +1,029.2% | +320.5% | +708.7% | +428.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling