+30.1%
KDP vs MSTU
-69.7%
+99.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +2.2% | -4.3% | +6.5% | +2.2% |
| 30D | +19.9% | -34.6% | +54.5% | +19.2% |
| 3M | +21.5% | +39.0% | -17.6% | +23.5% |
| 6M | +30.1% | -70.5% | +100.6% | +24.3% |
| All | +30.1% | -69.7% | +99.8% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling