+963.5%
MTZ vs KTOS
-68.7%
+1,032.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.6% |
| 7D | 0.0% | -2.3% | +2.3% | +0.4% |
| 30D | -14.8% | -26.3% | +11.4% | -9.5% |
| 3M | -30.8% | -14.3% | -16.5% | -29.0% |
| 6M | -22.6% | -47.2% | +24.6% | -13.7% |
| YTD | +6.8% | -38.1% | +44.9% | +13.4% |
| 1Y | +22.1% | -28.4% | +50.6% | +25.0% |
| 3Y | +153.1% | +219.6% | -66.5% | +87.8% |
| 5Y | +161.4% | +107.0% | +54.5% | +103.2% |
| 10Y | +723.1% | +619.4% | +103.7% | +375.6% |
| All | +963.5% | -68.7% | +1,032.2% | +685.4% |
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 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