+104.7%
MTSI vs KRMN
+49.0%
+55.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.8% | +8.5% | +9.9% |
| 7D | +7.2% | +30.8% | -23.6% | +0.1% |
| 30D | -18.4% | +40.2% | -58.6% | -25.3% |
| 3M | -16.7% | -27.8% | +11.2% | -12.1% |
| 6M | -31.7% | -24.0% | -7.7% | -29.8% |
| YTD | +45.9% | -38.9% | +84.8% | +51.3% |
| 1Y | +47.0% | -35.6% | +82.6% | +49.0% |
| All | +104.7% | +49.0% | +55.7% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling