-20.5%
KMB vs MSTU
-86.5%
+66.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.6% | +6.7% | -2.0% |
| 7D | -2.7% | +16.1% | -18.9% | -2.5% |
| 30D | -5.0% | +68.7% | -73.7% | -4.4% |
| 3M | +6.6% | -11.0% | +17.6% | +6.7% |
| 6M | +1.0% | -33.4% | +34.3% | +1.0% |
| YTD | +6.0% | -59.5% | +65.5% | +5.8% |
| 1Y | -16.6% | -93.4% | +76.7% | -18.4% |
| All | -20.5% | -86.5% | +66.0% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling