+43.5%
KDP vs MSTU
-88.0%
+131.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +10.3% | -4.4% | +6.0% |
| 7D | +5.3% | -4.8% | +10.2% | +5.3% |
| 30D | +19.1% | -29.6% | +48.7% | +18.9% |
| 3M | +19.2% | +69.4% | -50.2% | +19.8% |
| 6M | +29.3% | -62.2% | +91.5% | +29.8% |
| YTD | +35.5% | -61.1% | +96.6% | +35.0% |
| 1Y | +43.5% | -87.2% | +130.6% | +47.1% |
| All | +43.5% | -88.0% | +131.4% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling