-23.7%
KMB vs MSTZ
-99.2%
+75.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.5% | -9.6% | -4.2% |
| 7D | -8.6% | -23.6% | +15.0% | -8.4% |
| 30D | -7.5% | -60.7% | +53.2% | -6.8% |
| 3M | -0.6% | -58.3% | +57.6% | -0.2% |
| 6M | -1.5% | -60.0% | +58.5% | -1.5% |
| YTD | +1.6% | -75.2% | +76.8% | +1.7% |
| 1Y | -20.8% | -19.9% | -0.9% | -22.2% |
| All | -23.7% | -99.2% | +75.4% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling