+564.3%
MTSI vs KTOS
+613.9%
-49.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +2.2% | -2.4% | +4.6% | +2.8% |
| 30D | -11.5% | -26.8% | +15.3% | -4.0% |
| 3M | -26.6% | -20.6% | -6.1% | -22.6% |
| 6M | +23.5% | -47.5% | +71.0% | +42.5% |
| YTD | +60.5% | -38.5% | +99.0% | +72.4% |
| 1Y | +109.7% | -31.0% | +140.7% | +113.8% |
| 3Y | +247.8% | +216.5% | +31.3% | +114.6% |
| 5Y | +328.4% | +105.7% | +222.7% | +185.8% |
| All | +564.3% | +613.9% | -49.6% | +215.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling