-21.4%
KHC vs MSTU
-91.8%
+70.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.9% | +13.8% | +0.9% |
| 7D | -3.3% | -23.0% | +19.7% | -3.3% |
| 30D | +9.1% | -47.7% | +56.8% | +9.1% |
| 3M | +1.4% | +12.5% | -11.1% | +0.9% |
| 6M | +8.4% | -76.1% | +84.4% | +8.1% |
| YTD | +6.2% | -75.5% | +81.7% | +5.7% |
| 1Y | +5.7% | -90.1% | +95.7% | +5.3% |
| All | -21.4% | -91.8% | +70.5% | -24.4% |
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