+4.1%
KMB vs MSTU
-37.9%
+42.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.6% |
| 7D | -3.0% | +21.3% | -24.4% | -3.0% |
| 30D | -5.5% | +90.8% | -96.3% | -5.6% |
| 3M | +14.0% | -6.8% | +20.7% | +13.6% |
| 6M | +4.1% | -39.8% | +43.9% | +0.3% |
| All | +4.1% | -37.9% | +42.0% | +0.3% |
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