+766.7%
MTZ vs KTOS
+613.9%
+152.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.7% |
| 7D | +1.4% | -2.4% | +3.7% | +2.0% |
| 30D | -14.5% | -26.8% | +12.4% | -7.2% |
| 3M | -32.9% | -20.6% | -12.4% | -29.4% |
| 6M | -20.8% | -47.5% | +26.6% | -8.6% |
| YTD | +10.6% | -38.5% | +49.1% | +19.0% |
| 1Y | +27.1% | -31.0% | +58.1% | +30.8% |
| 3Y | +166.1% | +216.5% | -50.4% | +72.3% |
| 5Y | +170.7% | +105.7% | +65.0% | +86.5% |
| All | +766.7% | +613.9% | +152.7% | +251.4% |
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