+134.4%
MTSI vs KRMN
+17.4%
+117.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -11.3% | +15.4% | +6.5% |
| 7D | +11.1% | -12.9% | +24.0% | +14.1% |
| 30D | -3.7% | -43.3% | +39.7% | +8.9% |
| 3M | -20.2% | -27.2% | +6.9% | -15.5% |
| 6M | +30.8% | -66.8% | +97.6% | +63.1% |
| YTD | +67.0% | -51.9% | +118.9% | +85.6% |
| 1Y | +120.4% | -43.7% | +164.1% | +128.4% |
| All | +134.4% | +17.4% | +117.0% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 10y: compounded portfolio wealth divided by compounded KRMN 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…
10y analysis · Full analysis span regression · 6 months rolling