+1,292.3%
MTSI vs KTOS
+653.9%
+638.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +4.9% |
| 7D | +11.1% | -2.2% | +13.3% | +11.7% |
| 30D | -3.7% | -25.1% | +21.4% | +3.9% |
| 3M | -20.2% | -16.8% | -3.4% | -16.8% |
| 6M | +30.8% | -49.5% | +80.3% | +52.3% |
| YTD | +67.0% | -38.4% | +105.5% | +79.6% |
| 1Y | +120.4% | -27.6% | +148.1% | +122.3% |
| 3Y | +260.4% | +218.0% | +42.4% | +127.7% |
| 5Y | +356.3% | +100.1% | +256.2% | +213.9% |
| 10Y | +581.1% | +615.8% | -34.7% | +205.8% |
| All | +1,292.3% | +653.9% | +638.4% | +507.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling