+151.4%
KGC vs MSTU
-90.1%
+241.5%
-47.4%
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% | +3.1% |
| 7D | +11.1% | -9.3% | +20.4% | +11.6% |
| 30D | -3.7% | -38.3% | +34.5% | -1.2% |
| 3M | -17.2% | +24.0% | -41.3% | -19.7% |
| 6M | -27.3% | -72.1% | +44.8% | -25.1% |
| YTD | -18.5% | -70.2% | +51.7% | -18.0% |
| 1Y | -5.7% | -89.6% | +83.9% | -2.1% |
| All | +151.4% | -90.1% | +241.5% | +182.7% |
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