-22.1%
KHC vs MSTU
-90.8%
+68.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.5% | -0.7% |
| 7D | -1.1% | -21.7% | +20.6% | -1.1% |
| 30D | +8.8% | -42.8% | +51.6% | +8.9% |
| 3M | -1.2% | +21.4% | -22.6% | -1.6% |
| 6M | +4.6% | -74.1% | +78.7% | +4.4% |
| YTD | +5.1% | -72.4% | +77.5% | +4.7% |
| 1Y | +6.2% | -90.1% | +96.3% | +5.9% |
| All | -22.1% | -90.8% | +68.6% | -25.2% |
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 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