-15.9%
KMB vs MSTZ
-99.3%
+83.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.7% |
| 7D | +0.1% | +31.0% | -31.0% | -0.2% |
| 30D | +10.2% | +34.0% | -23.7% | +9.8% |
| 3M | +1.5% | -67.7% | +69.2% | +2.2% |
| 6M | +16.6% | -14.9% | +31.6% | +15.9% |
| YTD | +12.1% | -79.1% | +91.1% | +12.0% |
| 1Y | +11.1% | -58.9% | +70.0% | +10.0% |
| All | -15.9% | -99.3% | +83.4% | -17.9% |
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