-20.0%
KHC vs MSTU
-86.5%
+66.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | +0.2% |
| 7D | -2.2% | +16.1% | -18.4% | -2.3% |
| 30D | -0.1% | +68.7% | -68.7% | -0.4% |
| 3M | +8.3% | -11.0% | +19.3% | +8.0% |
| 6M | +5.0% | -33.4% | +38.3% | +4.6% |
| YTD | +8.0% | -59.5% | +67.5% | +7.5% |
| 1Y | -1.1% | -93.4% | +92.3% | -1.4% |
| All | -20.0% | -86.5% | +66.5% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling