-14.8%
KMB vs MSTZ
-29.5%
+14.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -2.8% |
| 7D | -4.2% | -29.7% | +25.5% | -4.0% |
| 30D | -6.6% | -65.3% | +58.7% | -6.3% |
| 3M | +12.6% | -57.3% | +70.0% | +12.6% |
| 6M | +2.9% | -61.6% | +64.5% | +2.4% |
| YTD | +6.8% | -78.3% | +85.0% | +6.1% |
| 1Y | -14.8% | -30.2% | +15.5% | -16.5% |
| All | -14.8% | -29.5% | +14.7% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling