-17.5%
KLAC vs MSTU
-76.6%
+59.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.0% | +1.8% | -2.7% |
| 7D | +10.0% | -25.8% | +35.8% | +12.6% |
| 30D | -14.8% | -43.9% | +29.0% | -10.9% |
| 3M | -27.2% | +2.9% | -30.1% | -27.3% |
| 6M | -17.5% | -75.5% | +58.0% | +9.9% |
| All | -17.5% | -76.6% | +59.2% | +9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling