+21.8%
KDP vs MSTU
-93.3%
+115.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.6% | +8.5% | -0.1% |
| 7D | +2.1% | +16.1% | -14.1% | +2.1% |
| 30D | +8.5% | +68.7% | -60.2% | +8.6% |
| 3M | +6.6% | -11.0% | +17.6% | +6.8% |
| 6M | +17.1% | -33.4% | +50.4% | +16.8% |
| YTD | +19.0% | -59.5% | +78.6% | +18.7% |
| 1Y | +21.8% | -93.4% | +115.1% | +27.5% |
| All | +21.8% | -93.3% | +115.1% | +27.5% |
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