-14.4%
KMB vs MSTZ
-99.3%
+84.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.6% | -8.7% | -1.1% |
| 7D | +6.0% | +21.1% | -15.1% | +5.8% |
| 30D | +13.5% | +40.1% | -26.6% | +13.0% |
| 3M | +3.8% | -66.1% | +69.8% | +4.4% |
| 6M | +15.6% | -20.7% | +36.3% | +14.9% |
| YTD | +14.0% | -78.6% | +92.6% | +14.0% |
| 1Y | +12.9% | -55.5% | +68.4% | +11.7% |
| All | -14.4% | -99.3% | +84.9% | -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 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