-7.7%
KDP vs MSTU
-85.2%
+77.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.9% |
| 7D | +1.3% | +21.3% | -20.1% | +1.3% |
| 30D | +6.0% | +90.8% | -84.8% | +6.0% |
| 3M | +9.2% | -6.8% | +16.0% | +9.3% |
| 6M | +14.7% | -39.8% | +54.5% | +14.7% |
| YTD | +19.2% | -55.7% | +74.9% | +19.1% |
| 1Y | +15.2% | -92.7% | +107.8% | +15.9% |
| All | -7.7% | -85.2% | +77.5% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling