+154.0%
KLAC vs MSTU
-87.2%
+241.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -2.8% |
| 7D | +6.2% | +12.9% | -6.7% | +4.6% |
| 30D | -5.0% | +68.3% | -73.3% | -10.4% |
| 3M | -14.4% | +0.4% | -14.8% | -16.8% |
| 6M | +28.3% | -41.5% | +69.8% | +28.3% |
| YTD | +51.1% | -61.7% | +112.8% | +51.7% |
| 1Y | +100.4% | -93.7% | +194.0% | +132.7% |
| All | +154.0% | -87.2% | +241.2% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling