-20.9%
KHC vs MSTU
-89.5%
+68.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.8% |
| 7D | +1.1% | -4.3% | +5.4% | +1.1% |
| 30D | +12.0% | -34.6% | +46.5% | +12.0% |
| 3M | +0.2% | +39.0% | -38.9% | -0.3% |
| 6M | +10.3% | -70.5% | +80.9% | +10.1% |
| YTD | +6.7% | -68.6% | +75.4% | +6.2% |
| 1Y | +10.9% | -88.6% | +99.5% | +10.5% |
| All | -20.9% | -89.5% | +68.6% | -24.0% |
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