-20.5%
KMB vs MSTZ
-99.2%
+78.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.2% | -10.1% | -2.0% |
| 7D | -2.7% | -25.4% | +22.6% | -2.5% |
| 30D | -5.0% | -60.9% | +55.8% | -4.3% |
| 3M | +6.6% | -54.2% | +60.7% | +6.9% |
| 6M | +1.0% | -65.0% | +66.0% | +1.2% |
| YTD | +6.0% | -76.5% | +82.5% | +6.1% |
| 1Y | -16.6% | -23.4% | +6.8% | -18.1% |
| All | -20.5% | -99.2% | +78.7% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling