-20.8%
KMB vs MSTZ
-19.0%
-1.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.5% | -9.6% | -4.1% |
| 7D | -8.6% | -23.6% | +15.0% | -8.5% |
| 30D | -7.5% | -60.7% | +53.2% | -7.2% |
| 3M | -0.6% | -58.3% | +57.6% | -0.6% |
| 6M | -1.5% | -60.0% | +58.5% | -2.0% |
| YTD | +1.6% | -75.2% | +76.8% | +0.9% |
| 1Y | -20.8% | -19.9% | -0.9% | -22.4% |
| All | -20.8% | -19.0% | -1.7% | -22.4% |
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