+61.9%
KMI vs MSTU
-92.2%
+154.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.2% |
| 7D | +6.5% | -25.8% | +32.3% | +7.0% |
| 30D | -3.4% | -43.9% | +40.4% | -2.7% |
| 3M | +0.4% | +2.9% | -2.5% | -0.4% |
| 6M | -0.9% | -75.5% | +74.6% | +1.5% |
| YTD | +20.5% | -76.7% | +97.2% | +22.0% |
| 1Y | +23.2% | -88.9% | +112.1% | +27.5% |
| All | +61.9% | -92.2% | +154.1% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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