+91.0%
KLAC vs MSTU
-94.2%
+185.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.8% | +3.7% | -2.6% |
| 7D | +2.5% | -22.0% | +24.5% | +4.5% |
| 30D | -11.5% | +60.3% | -71.8% | -16.3% |
| 3M | -16.9% | -3.7% | -13.2% | -18.4% |
| 6M | +22.2% | -45.2% | +67.4% | +23.8% |
| YTD | +46.4% | -64.3% | +110.7% | +47.4% |
| 1Y | +91.0% | -94.0% | +185.0% | +159.1% |
| All | +91.0% | -94.2% | +185.2% | +159.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling