+61.7%
MTSI vs KTOS
-59.2%
+121.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -12.3% | +11.3% | +0.8% |
| 7D | -10.7% | -12.7% | +2.0% | -8.9% |
| 30D | -29.0% | -14.4% | -14.6% | -27.4% |
| 3M | -14.7% | -30.7% | +16.0% | -10.2% |
| 6M | -20.1% | -41.9% | +21.9% | -15.1% |
| YTD | +36.1% | -52.6% | +88.7% | +47.4% |
| 1Y | +61.7% | -60.1% | +121.9% | +77.2% |
| All | +61.7% | -59.2% | +121.0% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 1y: compounded portfolio wealth divided by compounded KTOS 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…
1y analysis · Full analysis span regression · 6 months rolling