-4.4%
KEY vs MSTU
-69.7%
+65.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | -1.3% | -4.3% | +3.0% | -1.2% |
| 30D | +5.1% | -34.6% | +39.7% | +5.4% |
| 3M | -7.1% | +39.0% | -46.1% | -6.2% |
| 6M | -4.4% | -70.5% | +66.1% | +0.8% |
| All | -4.4% | -69.7% | +65.4% | +0.8% |
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