+166.1%
MTZ vs KTOS
+216.1%
-50.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.7% |
| 3M | -32.9% | -20.6% | -12.4% | -29.6% |
| 6M | -20.8% | -47.5% | +26.6% | -9.3% |
| YTD | +10.6% | -38.5% | +49.1% | +17.0% |
| 1Y | +27.1% | -31.0% | +58.1% | +27.7% |
| 3Y | +166.1% | +216.5% | -50.4% | +64.7% |
| All | +166.1% | +216.1% | -50.0% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling