+9.1%
KDP vs MSTU
-90.6%
+99.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.8% |
| 7D | +4.0% | -27.7% | +31.7% | +3.9% |
| 30D | +16.8% | -40.3% | +57.1% | +16.7% |
| 3M | +32.0% | +26.4% | +5.6% | +32.0% |
| 6M | +35.2% | -75.7% | +110.9% | +35.5% |
| YTD | +40.9% | -71.9% | +112.8% | +40.7% |
| 1Y | +47.7% | -89.3% | +136.9% | +48.1% |
| All | +9.1% | -90.6% | +99.7% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling