-15.4%
KMB vs MSTU
-92.2%
+76.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.0% | +7.1% | +2.0% |
| 7D | +0.9% | -25.8% | +26.7% | +0.6% |
| 30D | +10.1% | -43.9% | +53.9% | +9.6% |
| 3M | 0.0% | +2.9% | -2.8% | +0.4% |
| 6M | +15.7% | -75.5% | +91.2% | +14.8% |
| YTD | +12.6% | -76.7% | +89.4% | +12.1% |
| 1Y | +10.1% | -88.9% | +99.1% | +8.7% |
| All | -15.4% | -92.2% | +76.8% | -18.2% |
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