+1,115.9%
MTSI vs KNX
+311.3%
+804.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.5% | +9.9% | +10.1% |
| 7D | +7.2% | 0.0% | +7.1% | +7.6% |
| 30D | -18.4% | -3.3% | -15.1% | -17.1% |
| 3M | -16.7% | -8.7% | -8.0% | -13.4% |
| 6M | -31.7% | +1.3% | -33.0% | -32.8% |
| YTD | +45.9% | +20.4% | +25.5% | +31.7% |
| 1Y | +47.0% | +42.4% | +4.6% | +22.6% |
| 3Y | +224.1% | +30.1% | +194.0% | +172.6% |
| 5Y | +238.5% | +11.7% | +226.9% | +198.0% |
| 10Y | +512.7% | +102.3% | +410.4% | +279.1% |
| All | +1,115.9% | +311.3% | +804.6% | +475.9% |
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