+125.1%
MTSI vs KRMN
+32.3%
+92.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +4.9% | -3.4% | +8.3% | +5.7% |
| 30D | -11.6% | -31.8% | +20.3% | -3.8% |
| 3M | -24.1% | -20.0% | -4.0% | -20.9% |
| 6M | +32.4% | -60.5% | +93.0% | +59.5% |
| YTD | +60.4% | -45.8% | +106.2% | +74.2% |
| 1Y | +111.0% | -36.4% | +147.3% | +113.5% |
| All | +125.1% | +32.3% | +92.8% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling