+1,208.8%
MTSI vs KNX
+374.5%
+834.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +1.8% |
| 7D | +1.4% | +7.4% | -6.0% | -1.8% |
| 30D | +2.1% | +2.0% | +0.1% | +1.2% |
| 3M | -29.7% | -7.9% | -21.9% | -27.2% |
| 6M | +12.5% | +14.4% | -1.8% | +5.0% |
| YTD | +57.0% | +38.9% | +18.1% | +33.3% |
| 1Y | +103.9% | +65.9% | +38.0% | +57.9% |
| 3Y | +223.6% | +35.8% | +187.7% | +166.0% |
| 5Y | +321.6% | +43.3% | +278.2% | +231.6% |
| 10Y | +517.7% | +179.6% | +338.1% | +230.5% |
| All | +1,208.8% | +374.5% | +834.2% | +482.8% |
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