+40.8%
KEY vs MSTU
-90.1%
+130.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.1% | +7.8% | +3.0% |
| 7D | -0.4% | -9.3% | +8.9% | 0.0% |
| 30D | +7.2% | -38.3% | +45.5% | +9.4% |
| 3M | -4.9% | +24.0% | -29.0% | -7.9% |
| 6M | +1.1% | -72.1% | +73.1% | +5.5% |
| YTD | +6.8% | -70.2% | +77.0% | +7.6% |
| 1Y | +23.3% | -89.6% | +112.9% | +33.2% |
| All | +40.8% | -90.1% | +130.8% | +29.5% |
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 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