+29.6%
KEY vs MSTU
-88.0%
+117.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.8% | +1.3% |
| 7D | +1.7% | -4.8% | +6.5% | +1.7% |
| 30D | +6.8% | -29.6% | +36.3% | +7.3% |
| 3M | -5.8% | +69.4% | -75.2% | -7.2% |
| 6M | +1.4% | -62.2% | +63.7% | +3.9% |
| YTD | +7.5% | -61.1% | +68.6% | +7.1% |
| 1Y | +29.6% | -87.2% | +116.8% | +32.2% |
| All | +29.6% | -88.0% | +117.6% | +32.2% |
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