-18.9%
KMB vs MSTZ
-99.3%
+80.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.6% |
| 7D | -3.0% | -29.7% | +26.7% | -2.8% |
| 30D | -5.5% | -65.3% | +59.8% | -4.6% |
| 3M | +14.0% | -57.3% | +71.3% | +14.4% |
| 6M | +4.1% | -61.6% | +65.7% | +4.2% |
| YTD | +8.0% | -78.3% | +86.3% | +8.3% |
| 1Y | -13.7% | -30.2% | +16.5% | -15.1% |
| All | -18.9% | -99.3% | +80.4% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling